Good question. And my answer is probably that, as things stand, I'm not greatly inconvenienced by it.
My original post was motivated mainly by "that's not how it's done here". By internet standards, I think that HN does pretty well as a self-organising community. And part of that is a general, loose adherence to norms. To maintain that community, I think that sometimes it is necessary for its members to point-out those norms in a friendly way - without trying to police anyone's behaviour. Thats really all I was trying to do.
To me, an important part of HN's value is to direct me to external things. If the norms change so that a significant number of submissions are hosted directly on the site itself, then HN becomes a very different beast. Probably more inward looking, and maybe more like that other site that the guidelines tell us not to compare it to. I think that would be regrettable.
More practically, "Tell HN" and "Ask HN" are hints that the post is addressing the HN community rather than the entire net. That could be useful in deciding whether to read it. And, as a sibling comment mentions, those prefixes result in posts being added to certain lists.