I think that there is a slightly deeper reason here, actually two reasons: one mathematical and one practical.
The mathematical reason is as follows: real and complex numbers have an important difference:
- You cannot ‘shuffle’/‘relabel’ real numbers in such way that all operations are preserved. (In math, we say that “the field $\mathbb R$ does not admit a nontrivial automorphism”, for details see a related post.
- However, you can do that with complex numbers: the mapping of $a+bi\mapsto a-bi$ preserves all properties of complex numbers. Thus, $i$ and $-i$ are indistinguishable (unlike e.g. $2$ and $-2$), it is impossible to tell which is which.
The bottom line is that it makes much less sense to define a “principal” square root of a negative number than of a positive number. So even if some books would still refer to $2i$ as a “principal” square root of $-4$, this is just done for pedagogical reasons rather than being motivated by math.
The practical reason is, obviously, that the formulas with the $\pm$ sign work, in the sense that they convey the desired meaning. E.g. in the context of solving the equation $x^2+9=0$, the solutions are $3i$ and $-3i$, and convention to express them as $\pm\sqrt{-9}$ just manages to show both solutions in a compact manner. It is just language, maybe imprecise, but good enough.