Because its blatantly not true yet he "confirmed" it on SOTG. I remember watching that episode live when he was asked about it and thinking "oh he'll debunk it" and...nope.
Proof that it's not true?
What he said was that yes he has been Grand master with all three races at one point in time. However, people should not consider him as a Grand master with all three races because he doesn't play at that level any more. Where's the problem? If I recall, the origin of the claim was when a fan asked him what the highest ranking he has gotten with StarCraft II, not to mention that this would have been during the relative infancy of SCII where mechanics counted a lot more.
When people feel frustrated that Day[9] is hyper secretive about his own play, this is a guy that was extremely hard on himself and stressed over SC/BW. He destroyed his whole room once over a lost game. He still loves the game and is contributing to the community tirelessly, but he isn't a player anymore in the sense of showing that side of himself to the community.
Yeah he makes money from it, but do a lot of people, and the fans were the ones that wanted him to keep the show in his bedroom as oppose to creating a more professional set (what he was originally planning on doing). If I was Day[9], the defacto face of northern Starcraft analysis, I would be pretty guarded about my own play as well, lest some pro gamers with chips on their shoulders go after me for bruising their ego (despite the fact that Day[9] seems pretty consistently upbeat in his casting and daily) via debasing me through calling out mistakes I made in a game.
Being good at analysis and being a good player, as many pro-gamers have commented here and there, aren't necessarily mutual traits. Who gives a flying fuck that Day[9] sometimes makes mistakes in his casts like every other human or isn't currently #1 GM, he's a genuine guy that gives to the community like few others. People seem to forget that Day[9] use to be considered a very promising foreigner, it's not like this was some no name guy that has faked his way to riches through pretending to know how to play the game.