Because class constructors are special. MATLAB knows exactly which method in a class is the class constructor (it has to have the same name as the class) and if the class constructor returns an output the first output must be an instance of the class. See the "Guidelines for Constructors" section on that documentation page.
Also from the "Initializing Objects in Constructor" section on that page: "The output argument is created when the constructor executes, before executing the first line of code."
