To expand on this: The reason you can't name files CON, etc., is because of a program from the 1960s called Peripheral Interchange Program (PIP), a program used in Digital Equipment Corporation's computers. The overall OS that PIP was part of was called CP/M.

DOS, which came out in the 80s and was made for IBM computers, was modeled after CP/M, and it kept and expanded the capabilities of PIP.

Then Microsoft came along and created a modified version of DOS called MS-DOS which IBM started using.

Eventually, Microsoft created Windows 95, merging two initially separate products: MS-DOS and Microsoft Windows. Microsoft left in the code for handling CON, etc., but they hadn't put in any limitations for filenames, which caused some bugs. So, from the next version of Windows onward, they disallowed the ability for anything to name a folder or file "CON", among other related things.

So the reason you can't name a file or folder "CON" is because of a 60-year-old file-copying program nobody uses anymore.