Most likely because the writers were lazy:
VF Daily: First of all, I have to ask, what’s with all the first
names? You’re one of four actors on The Office who has the same name
as the character you play.
Angela Kinsey: You know, I was so curious about that as well, and I
talked to the writers about it. They were like, “Oh, it was a total
creative choice.” But now I started to hear through the grapevine that
it’s probably just because they were lazy. So it’s me, Oscar [Nunez,
who plays Oscar Martinez], Phyllis [Smith, who plays Phyllis Vance],
and Creed [Bratton, who plays Creed Bratton].
VF Daily: Right. Creed gets the first and last names.
Angela Kinsey: Exactly. And it’s just enough to really confuse everyone, because just
enough people have a different name. I would say the person it’s
hardest on is Oscar. We’ll be in a scene, and he’ll call Jenna
[Fischer, who plays Pam] “Jenna.” And then we’ll be at lunch, and
he’ll call her Pam.
In the case of Phyllis, her name was apparently deliberately chosen:
Born and raised in St. Louis, Missouri, Smith is a former St. Louis
Cardinals cheerleader. She got her start in the entertainment industry
working for casting agencies, and she was working for Allison Jones
casting during the pilot screen testing for "The Office" when the
show's executive producers were so impressed with her line readings
that they decided to create the role of Phyllis for her in the pilot.
She is now a series regular.