For all the same reasons Mongolians continue to celebrate Genghis Khan.
Genghis Khan should not be celebrated either.
I'm not sure why you think other cultures celebrating awful people in their country's history means that we should too. How is this any different from celebrating Hitler or Pol Pot?
He discovered America, launching the modern era and changing the course of history. We owe our existence as a nation to him.
He did not discover America. Stop getting your history lessons from Charlie Brown specials.
I do not favor replacing that with something that sounds like a perpetually offended HR bureaucrat came up with.
So you would say that you feel very strongly that we shouldn't rename Columbus Day. And you would consider it to be an affront to your own beliefs and your country's history to even suggest that we should make this change.
In other words,
you're offended.