Because when the technology of those instruments was still new and basic, they could only play certain notes, so to change keys you needed a whole different instrument of an overall different length. They kept the notes on the page corresponding to fingerings, therefore they’re transposed.
Nowadays all instruments can play all 12 notes within an octave but certain sizes of these old instruments remained and their transposed key stayed with them. Some still exist in two or more sizes to make it easier to play in sharp vs flat keys, notably Bb and C trumpet, and Bb and A clarinet.
The saxophone is special because all 4 are still common in band and the fingerings correspond with the written notes, so you can switch between them all with relative ease even though soprano and tenor are in Bb and alto and bari are in Eb. The English horn also does this, it’s in F, a fifth lower than the oboe which is in C.
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