Because what’s written on your knitting needle might not be the truth, the whole truth, and nothing but the truth. I own a perfectly fine pair of 3.5 mm circular needles. Conveniently, the size is carved right into them—and it’s a good carving, too, having survived multiple sweaters unscathed. Only problem? The actual size is 3.25 mm.
I own quite a few needles from KnitPro and have never had this issue with any of them. So maybe some brands are more reliable than others—I don’t know. But as I said, my mislabeled 3.5 mm circular needle is a good pair. I don’t remember which French brand it came from, but it wasn’t one I got for cheap.
Side note: I strongly recommend writing down wich needle you used for your gauge swatch. The same yarn knitted with a needle of the same size but made from a different material – even slightly different – won’t give you the same gauge.