Also, considering that thematic anthologies and single-character comics are still in the future in most cases, what else do you name your book? Imagine the glee a young lad in the 1930s would feel at seeing the first issue of Ho-Hum Comics, Inaction Weekly, and Reading (This) Does Not Pay.
Someone also once pointed out to me that you can get away with less specificity earlier in a genre. The first superhero can be named Superman. The hundredth? Not so much, because so many "super-men" have come before and the name rings hollow. Likewise, you can only get away with Thrilling Comics early in the cycle, when there's (frankly) less to compare to.