Neither did I - but evidently, even the Romans were already fed up with pencils rolling away on tables. Pencils with a square cross-section are uncomfortable in the hand, and I suspect a pentagonal pencil to be hard to manufacture because it has no parallel sides. So a hexagon seems like the perfect compromise!
An actual literal triangular cross-section would be unpleasant to hold because of the sharp edges, I think. So you need to get rid of those somehow. If planar surfaces are the easiest things to make, then the best you can do is to cut off the corners with straight lines, at which point you have a hexagon.
Not necessarily a regular hexagon, though. You might have long sides alternating with short ones. But a regular-hexagon writing tool behaves sufficiently like a rounded-off-triangular one for many purposes.
And a triangular section stylus would need custom tooling, but a hexagonal section stylus has parallel faces so it can be made with a standard hammer and anvil.
Such a stylus was featured in a short story set in Cicero's time (he even shows up at the end).
[spoilers]
It's "Mightier than the Sword", by John Maddox Roberts, a historical mystery tale. The triangular shape of the criminal's stylus is key, and he's caught when the investigator asks to borrow it:
"Actually, I didn't really forget my own stylus today." I took it out. "You see, the common styli are round or quadrangular. Mine, for instance, is slightly oval in cross-section." Cicero and his friends drew out their own implements and showed them. All were as I had described. Cicero's was made of ivory, with a silver scraper.
(Part of the writer's SPQR series - I find them well researched and not leaking too much of the modern mindset into classical times.)
It's amazing - and yet unsurprising, the more I think of it - to think of how little has changed atl least locally.
Pick a random sentence from something written by Thucydides, 2.5 millennia ago, and (barring the nouns) it's probably a completely usual scenario involving people and/or groups of people.
There is a surviving letter from s famous Roman writer ( sorry forgot the name) to his son studying in Athens, complaining how he is wasting money and not going to classes, yet to finish his studies.
Nabonidus in the 6th century BC sponsored archaeological excavations to learn more about his hero, Sargon of Akkad.
This makes sense, since Sargon probably reigned more than 1500 years before Nabonidus. But it feels unusual to see archaeology in the past. To us, what's the difference between one ancient Mesopotamian king and another?
At an ancient Egyptian exhibit some years back what most fascinated me were small personal items: hand mirrors, tweezers, make-up kits, dice, and other entertainments.