Because the precipitating actions of the 4 countries (Poland, Britain, Germany and France) drew in other nations by various means into what was originally "their war" until it was a World War. Dates and titles are entirely subjective...the Soviets did not call it "World War 2" but "The Great Patriotic War" and for them it started in June of 1941 not September 1939. The Japanese called it "The Pacific War" until later on. Now they probably call it "The Atomic Bomb Incident" for all I know.
...In any case the Western historians, writers, nations, lawmakers ect have agreed to use Sep 1939 as the recognized start of what we call World War 2. Its done so historical writings, memoirs, studies, policies, can have a defined and agreed upon time frame. If everybody used something different it just causes a lot of problems.
Why was it called WW2? because thats what we called it. Why do we say it started in Sep 1939? because we decided to do that.
If you wanted to make a case for the Spanish Civil War being part of WW2 you would have to make a case for that but I doubt you could over turn that much precedent. Are there some links between the two? yes there are but perhaps more on the periphery than a direct link. The Spanish war did not draw in any other countries to make outright declarations of war and the conflict ended in April 1939.
Its been argued that perhaps 1914-1945 should be viewed as one large conflict (I beleive John Keegan mentioned that) with several phases which it was of course but then it becomes more difficult to pin down what part you are referring to in any discussion. Future historians might decide to go that route though who knows.
