The question asked:
I've heard a lot of CQ calls from other hams on [HF] phone, and it seems that a large portion of hams routinely mentions the band being called on within the call itself.
Henry Flower's answer to this is correct. Here is additional, historical information about "CQ 40" etc.
Before new laws were passed —in the mid-20th century— which required much greater filtering of out-of-band signals, hams calling CQ on 80m often had a weaker second harmonic on 40m.
Why did they have a spurious signal at twice the frequency?
A common amplifier circuit was two tubes in push-pull with their anodes connected through a parallel tuned circuit, with a link consisting of a few turns directly connected to the feedline. The second harmonic appeared on the antenna via both inductive and capacitive coupling, even in single-tube circuits (such as the mil-surplus Command Sets). That's now illegal, and that is why Pi-networks are so common now. They filter out the second harmonic to such a low level that it passes FCC laws concerning out-of-band emissions.
Where did CQ (band) originate?
The ones in the early 20th century —using the common transmitter designs of that era— that called CQ 80 ... were actually:
- Being courteous to the hams hearing the signal on 40. That way, they didn't get frustrated when they replied to the CQ on 80.
- Helping themselves, so hams on 40 hearing the CQ 80 would QSY and answer them.
The ones you hear in 2021 calling CQ 40 ... picked it up from older hams who picked it up from still older hams ... until we arrive at the hams (long dead) who had those homebrew transmitters. The latter had a real need to add the band to their CQ.
If not for this reason, we wouldn't hear CQ 20, etc.
I know this to be a fact, because I read it in old QST magazines and other, non-ARRL printed sources; also, long-dead hams that I listened to as an adolescent in the 60s.