I would guess because it is very inert, contains no moisture and is not going to react with the components of the casing and the resistor chemically, and will only have a constant effect on AC characteristics as it is a dielectric liquid.
SF6 would probably also work there, but is a lot more difficult to handle. Would require a fill port to use it, and a vacuum proof seal as well.
I guess you do the fill simply by using some pretinned case lips, a tinned cap edge and solder without flux, by simply immersing in the hot liquid, after filling the case with cold liquid and placing the lid on. Solder melts below the boiling point, and then the lid is sealed perfectly with no gas bubbles inside, and with a hermetic seal as well.