Your question piqued my curiosity and this is what wikipedia has to say regarding why we call it "will call":
In the days before the telephone, the phrase "I will call on you" was commonly used to mean that someone will visit you, or speak to you. The phrase has since largely fallen into disuse, with the word "call" being much more commonly associated with the telephone than speaking to someone in person. The term "will call", however, has stuck, and means that the customer "will call on" the company to pick up the tickets or merchandise, as opposed to having the items delivered to them.
