Here's why:
* Demonstrative pronouns indicate which person, place, or thing is being referred to. They do this by "pointing" to the noun they replace.
* Examples:
* This is my favorite book. (Points to a specific book)
* That dog is barking. (Points to a specific dog)
* These are my new shoes. (Points to a specific pair of shoes)
* Those flowers are beautiful. (Points to specific flowers)
While "pointing words" isn't a formal term, it accurately describes the function of demonstrative pronouns. They literally point to the subject being discussed.