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Because you created a new document based on a video preset.
Try a print or art & illustration one.
What exactly do you mean?
The screenshot shows a new document based on a video preset (for Video and Film document). Use a web or a print preset if you want the "normally" displayed (RGB or CMYK) document.
Or do the following:
see post #13 here: Re: Starting with Illustrator, problem with background and artwork