How come Shamir Secret Sharing uses Lagrange interpolation?
The purpose of the reconstruction of the polynomial $P(x)$, is just to calculate the value of $P(0)$, which equals the shared secret value. 

If Lagrange polynomials are used, a trivial optimization which cuts the number of multiplication nearly in half is 
$$P(0) = (\prod_{i=0}^{n-1}{-x_i})\sum_{i=0}^{n-1}{{\frac{y_i}{-x_i (\prod_{j=0,j\neq i}^{n-1}{(x_i-x_j)})}}}.$$

If Newton polynomials are used, there is no trivial optimization because you only want to calculate $P(0)$, simply because the formula is already optimized to half of $n^2$. This means that the overhead of the recursion might outweigh the general benefits compare to the Lagrange formula.

If you had had to represent the polynomial $P(x)$ in order to calculate other values than just $P(0)$, Newton polynomials would in general have been more efficient.