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Probably because rectangles are cheaper and easier to mass manufacture. Even if your flag is hand-sewn, it is a lot easier to communicate "x by y" rather than a more complicated shape. And the purpose of a flag isn't to be a fantastically unique and inspired piece of art - it is to be identifiable, and hopefully somewhat striking.
Not just mass-manufacturing - because of how they work, the rectangle is the default shape of cloth produced on any loom.
A shape like a right-angled triangle is pretty easy to produce from a square or rectangle, so if it was only that reason we would also see a lot of right-angled triangle shaped flags.
Could it be that the physics of the shape makes rectangles more resiliant as flags (as in, remaining at least partially intact) in the wind?
Or maybe it's some Historical reason that boils down to some common origin of that shape as tradition?
Or maybe a bit of all including ease of manufacturing?
Maybe another thing worth considering is that rectangular flags are just bigger and easier to see than other shapes.
Also, maybe it just became "normal" to have square flags. The Romans conquered most of Europe, and they flew rectangular banners from their standards. Following the fall of the empire, the different parts of Europe were at war with each other for one and a half thousand years. I suspect all having had this original template, then the subsequent fighting / conquering / reconquering / reconquering, probably lead to this shape becoming normalised.
Somebody call Sheldon, we gots questions about flags.