So originally anything west of the Appalachian mountains was called the west. Then as they explored more of the land and gained territories the line that defined the west moved to the Mississippi, making the territories between the Appalchians and Mississippi the Midwest.

Now the regions are split based on census data, and there are huge swaths of land in the West and Midwest that are sparsely populated so they are larger regions in size.

It makes sense if you actually look into it and take a 5 minute google search to learn about it.