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Tradition
Consider the rank of captain. It comes up both in the Navy and in the Army. It is also used in civilian shipping and aviation, and even figuratively as in "captain of industry." Once upon a time, both a company commander in the ground forces and a ship commander in the naval forces were called captain.
The deputy of a captain was the lieutenant. That designation also comes up in interesting places -- the lieutenant governor, the lieutenants of a gang boss, and so on. In the Royal Navy, the first lieutenant was the seniormost lieutenant on a ship.
As ships got bigger, the navy found it necessary to insert more ranks below the captain, while the army found it necessary to insert more ranks above the captain as armies got bigger and better organized while companies did not grow like ships.
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History.
Originally, there were only two branches of the US military: the Army, and the Navy. The modern Marines were established in 1798 as a specialist infantry force, with the organization and ranks coming from the Army. More recently, the Air Force evolved in the early 1900s as part of the US Army, so it's not surprising that it retained the Army's ranks when it was split off as its own branch of the military.
I expect you'll find a similar pattern in many countries: starting with an Army and a Navy, each with their own ranks, and other forces splitting off from one or the other and retaining the rank system of the parent force.
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Interservice rivalry. No branch of the military is going to give up its traditions in favor of those of another branch.
But for practical purposes, they do have common designations, as shown on the top line of that image. 2nd lieutenants and ensigns are both O-1, colonels and captains both O-6, and so on.