The easiest explanation is that the songwriter chose A major.
A more complex explanation is that A Major is closer to D minor than A minor.
A technical explanation is that the progression isn't always diatonic.
An historical explanation is that the V-i perpetuates the next iteration (and is more familiar, and sounds better, than v-i).
The simplest explanation is that the Sultans of Swing is a pleasing song to listen to.
Kidding aside, I think the intent, at the beginning level, is to notice the difference between major and minor chord qualities and...(later) the difference between the chord sequence in the minor key and it's relative major even though NONE of the notes change in the key....and especially so, since it sounds ok when at least one of the chord notes does change! (C or C# makes all the difference)