Because that's how many messages are required to solve for consensus given byzantine failures, at least with relatively simple algorithms like pratical byzantine fault tolerance (p-BFT).
The exact bound is O(m*N^2) for pBFT, where m is the number of rounds, at up to 1/3 of N. Blockchains use a different consensus mechanism, but the consensus mechanism is still incredible inefficient compared to something like 2PC which drives Paxos, and can make decisions in O(N) messages like you said.
http://www.cs.albany.edu/~maniatty/teaching/os/bft/lectnotes...