Why is CaCl2 called calcium chloride?
The current version of Nomenclature of Inorganic Chemistry – IUPAC Recommendations 2005 (Red Book) reads as follows:

(…)
The stoichiometric name of the compound is then formed by combining the name of the electropositive constituent, cited first, with that of the electronegative constituent, both suitably qualified by any necessary multiplicative prefixes (‘mono’, ‘di’, ‘tri’, ‘tetra’, ‘penta’, etc., …). The multiplicative prefixes precede the names they multiply, and are joined directly to them without spaces or hyphens. (…)

So far, the systematic name of $\ce{CaCl2}$ should be calcium dichloride.
However,

Multiplicative prefixes need not be used in binary names if there is no ambiguity about the stoichiometry of the compound (…).

Therefore, the customary name calcium chloride is correct.