Possibly because "fax:" also exists, and you want to abstract over that. Maybe more importantly, the format of MSISDNs is more strictly defined than for "tel:" and "fax:".

Why would you want to abstract over tel: vs fax:? If you try to send a fax to a phone number, or call a fax from your phone, the end result is a confused human. Also, what “more strict definition” do you have in mind? Sure, MSISDNs are digits only and always include the country code, but any reasonable software dealing with phone numbers could easily parse out the extra punctuation (and possibly fill in a country code from some other data source).

I guess if you are a phone company and want to track which phone numbers are registered to which client, you don't really care if the number goes to a phone or fax machine?

You probably wouldn’t store any of "tel:", "fax:", and "urn:msisdn:" in a database, because the column name “msisdn” is enough. Those would make sense only for data exchange, primarily links on websites.