Origins of misconception about using equality signs with Landau notation
$O$ is not only used in simple statements like $f(n)=O(g(n))$. It is also used to give error terms as in $f(n) = 14\, n\log n + O(n)$. The interpretation is still the same as @usul has described in his answer: There is a function $h \in O(n)$ so that $f(n) = 14\, n\log n + h(n)$. 

Here, writing $f(n) \in 14\, n\log n + O(n)$ would emphasize the fact that there is a set involved in the equation, while the important point is that the leading term(s) are exactly as stated, while the $O$-term simply bounds the error. So in this context using $=$ is a sensible choice and I'd assume that it has been carried over to the case with zero leading terms in order to keep notation consistent.