Because he's a good little ape, and always very curious. As dictionary.com puts it (emphasis added), "Any of various long-tailed, medium-sized members of the order Primates, including the macaques, baboons, guenons, capuchins, marmosets, and tamarins and excluding the anthropoid apes and the prosimians." Curious George's lack of a tail makes him an ape, which is defined as "Any of various large, tailless Old World primates of the family Pongidae, including the chimpanzee, gorilla, gibbon, and orangutan."