I'll tell you why: because in 1889 he published a 2-volume work entitled A History of the Later Roman Empire, covering the period from AD 395 to 800, and then in 1923 he published a totally different work which also came in 2 volumes, covered the period between 395 and 565, and was entitled History of the Later Roman Empire. As if that A at the beginning of the titles, and slightly different subtitles (not much different!) would be perfectly sufficient to prevent anyone from confusing the 1889 publication with the 1923 publication. (It's not sufficient, John!)
But wait, there's more: In 1893 Bury published a volume entitled A History of the Roman Empire. (Subtitle: from Its Foundation to the Death of Marcus Aurelius [27 BC -- 180 AD].)
Not so much with being able to imagine a variety of book titles, eh, John? It's too late now, but lots of titles come quite easily to my mind which would have helped readers tell one work from the other: keep the title of the first work the same. For the second one: Rome from 27 BC to AD 180. Or: From Augustus to Marcus Aurelius. For the third one: The Fifth and Sixth Centuries in the Roman Empire. Or: Late Antiquity in Europe. Or, cribbing from your Preface, The German Conquest of Western Europe and the Age of Justinian. All right off the top of my pointy head. And all avoiding the use of the term "Byzantium" to describe the later Roman Empire, a usage I know you detested -- with quite good reason, in my opinion.
Why, John?! Why did you do that with your book titles?! They're great books, they deserve to be distinguishable from each other! Aaaarrgghh!