Because you need a well defined volume down there to assure precision. That means you start with a tube of well-known diameter. Blowing a spherical bulb is going to have several percent, maybe up to 10 percent of uncertainty in the volume. That's not good enough. Also a sphere has the smallest ratio of surface area to volume of any shape. One of the factors of the rate of heat transfer is the amount of surface area contact of the thermometer and the object whose temperature is being measured. By using a cylindrical bulb, rather than a spherical bulb, the time to get an accurate temperature is reduced.