Why do we call snail mail "snail mail"?

"Snail mail" is an example of a retronym, coined to distinguish the old type of something (in this case "mail") from a newer meaning.

In this case, the retronym is disparaging: neutral alternatives could be "letter mail" or "post".

For some people it may be the case that "mail" will usually mean "e-mail", just as for some people "guitar" means "electric guitar" and "hockey" means "ice hockey". (I suspect this will be more true in the UK, where "post" is more common than "mail" for the traditional service). And in context, "mail" can certainly mean "e-mail".

But out of context it won't necessarily have that meaning.

No, E-mail is E-mail, which comes from Electronic Mail. "Mail" is the general term for "letters and packages conveyed by the postal system" (NOAD), although it can also indicate electronic mail depending on the context.

Snail mail, or Postal mail, is still the standard, ordinary mail system, but this expressions simply highlights its intrinsic slowness, being opposed to the E-mail that is fast.