Why do personal pronouns always come last after a list of nouns?

Why do we always put "I" or "me" at the end of a list of nouns in a sentence. For example we would say "John, Sam, and I are going to the mall" instead of "I, John, and Sam are going to the mall"

Is there a grammatical/logical reason for this, or is this just a convention that we're accustomed to? The sentence would make just as much sense no matter where "I" goes in the list.

I don't think it's true that you always put personal pronouns last at the end of a list. For example, "you" tends to be listed first,as in: "You and Mike did a good job on that project."

I think that emphasizes that the practice is a matter of courtesy. You list the person you are speaking directly to first, yourself last, and everyone else in between: "You, Bob, Mary, and I were the only ones left."