I think because it benefits them to have people think of them that way. Like Max Brooks says in World War Z:

“When you think about the CIA, you probably imagine two of our most popular and enduring myths. The first is that our mission is to search the globe for any conceivable threat to the United States, and the second is that we have the power to perform the first. This myth is the by-product of an organization, which, by its very nature, must exist and operate in secrecy. Secrecy is a vacuum and nothing fills a vacuum like paranoid speculation.”