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There are many notions and only a limited number of symbols. Symbols have different meanings in in different areas of mathematics, but in a computer algebra system a symbol can only be bound to one object at a time. I expect that i is I was introduced because of compatibility with other packages, and because "i" gets used as a counting variable very often, so is rather unsuitable as a symbol representing sqrt(-1).

If you want to use I(n) you can by setting I=identity_matrix at the start of your session (or even in your startup file .sage/init.sage). Just make sure to include that binding whenever you share code with other people who might not use it by default.