This is because the New Millenium has not begun yet. The year 2000 is not the first year of the New Millenium, but the last year of the old millenium. The reason this is so is based on the facts regarding the counting of numbers. A millenium, in short, is 1000 years. It is not 999 years, just as a woman cannot be a little bit pregnant.
Numbers are finite.
This may sound obvious at first, but when you are talking about a period of a thousand years, it becomes more complicated if people are misled to believe that 999 years is the equivalent of 1000 years. Many responsible journalists have ignored the rules regarding the counting of years, because the idea of a new millenium is more exciting in a press report, than the fact that the new millenium actually starts with 1000, plus one year. Some individuals protested that the year 2000 only had significance due to its connection with the Christian religion, and indeed, Muslims and Jews and other religions do have their own calendars. But some time ago the Christian calendar assumed a neutral status, when scientists and archeologists adopted it minus its Christian connection, by describing the period BC as Before the Common Era, and the period known as AD as the Common Era. If you ever have read a Jewish scholar, or scholarship about the Jewish people, you will see the use of BCE and CE as replacements for BC and AD, because most of the scientific and academic community have accepted the Gregorian Calendar, so that these communities have a common dating system.