Let's get this question out of the way. So, if the cleat on the shoe clips into the pedal, why are they called clipless pedals? Simply put, the action of locking the shoe to the pedal is not where clipless pedals get their name.
It comes from history.
Pedals with Toe Clips
Then, to get better power transfer, riders used toe clips and straps to secure their shoes on the pedals. The problem was that, to get your foot out when coming to a stop, you had to first loosen the strap.
We hope this helps! If you have any more questions, let us know.
"Fahrradkram" by Ralf Roletschek is licensed under CC BY-SA 3.0 (cropped from original).
"Bicycle pedal, quill type, early 1980s, Campagnolo SL road" by LDHan is public domain.