Why do shows include it? Well, probably because it's NOT offensive to everyone.
Since it seems you're a bit stronger than others about the words not allowed in your house, it would be a good idea for you to WATCH the shows with your children, or before they see them (do you have a DVR?).
We get bugged by that phrase, but only b/c it's a meaningless phrase to us, so it's silly when one of us brainlessly says it or says "thank god". I always ask whoever has said it "who is that?" So it's annoying when a show gives DS a phrase like that, but we aren't offended by it, b/c it means nothing to us.
Since it means something to you, your kids don't get to watch TV by themselves anymore.
Also, I have found that telling my kiddo "remember, we don't say (or do) that" is a good way to remind them that although others might get to say or do something, he doesn't. Of course, that leads to fun conversations in grocery stores...