Well, I don’t have a definitive or scholarly answer, but I always assumed it was because the first pedals harps, which were single action, and many lever (or early hook) harps are tuned to Eb. So the scale that falls most naturally (needing no pedals, hooks or levers engaged) begins on the E string.
After all, the reason that typically the octaves are considered to start on C rather than A, even though A is actually the first letter alphabetically, is because the C major scale is the home key for most instruments. So since Eb was once the more common tuning for harps it makes sense for harpists to have once started to count the octaves at the E string, and that has just kind of stuck.
Anyway, that’s my guess.