Why are classes different for custom menu?

The default wp_nav_menu(), using no custom menu, does this:
<ul><li><a>...</a><ul class="children"><li><a>...</a></li></ul></li></ul>

…but a custom menu uses a different class for the nested list…
<ul><li><a>...</a><ul class="sub-menu"><li><a>...</a></li></ul></li></ul>

Why? Is there some “gotcha” reason involved? It doesn’t make any sense to me.