No Stupid Questions
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Some websites still have it, for example youtube.com and openstreetmap.org redirect to those URLs with www. in front of them at least for me.
Other comments already correctly explained that the original idea was that the third level domain would indicate what kind of server it is: www.example.com as opposed to irc.example.com, ftp.example.com, smtp.example.com, whatever. That convention existed before the WWW was invented; when it was, it was just yet another kind of service that existed on the Internet.
The WWW has by now developed into pretty much the default service people use the Internet for, so it's usually no longer necessary to add www., although it's still technically possible for www.example.com to point elsewhere than example.com, or even for one of them to work and the other not. Whether the version with www. redirects to the one without or the other way round, is something most people don't even notice...
As for why we don't say it, the reason is approximately the same: the WWW is now generally understood to be the default service of the Internet (many people don't even know they are different things), so when you mention a domain name nowadays, it's assumed by default that you are talking about what's served on that domain on the web, not something else.
Most websites have a CNAME for "www" pointing to the main domain. Certainly all the webhosting panels I know of do it automatically, because there's no great reason not to. Some people will use "www" and so if it fails, that's a silly thing to have fail.