Reconciling Continuous and Discrete Complex Domains
Simple answer: that's how the math works out. 

Better answer: In the discrete domain, frequency is periodic with the sample rate. If you sample at 48 kHz, the range of frequencies that you can represent range from -24 kHz to +24 kHz. Let's say so you have a 100 kHz signal. You can sample this at 48 kHz but it would look exactly like a 4 kHz signal. In fact the two are indistinguishable, so it makes no sense to treat them differently.

That's why a circle makes a lot of sense here. Frequency is represented as the angle between the origin at any point on the circle. If you go around the circle an integer number of times, you end up exactly where you started. 

So in the continuous domain 4 kHz and 100 kHz are different points. In the discrete domain (when sampled at 48 kHz) they are not.