Why do people say that salvation is Faith Alone when it's not mentioned anywhere in Scripture?

Salvation is as easy as "A".

Your statement here shows a couple things:

1) You do not understand what faith is. It is belief, trust, assurance that God will perform what He has promised to do.

2) You do not understand the gospel and the simplicity of it.

3) Confessing your sins is not part of this process. Repentance is, and that has nothing to do specifically with confessing your sins. You are a sinner, not because you sin. You sin because you are a sinner. Do you understand this? One repents by "turning to God" and in the process they abandon their lifestyle of sin. They are given a new heart; aka God's Spirit to replace then sinful nature; the stony heart you were born with.

You have so much to learn, and unlearn.

Some (definitely not all) Protestant denominations have adopted that doctrine from Martin Luther's teachings.

That's why in a nutshell.

Ignorance/stupidity and/or wishful thinking. You can't spend your life as a lying, thieving, abusive, ax murderer and expect to be given salvation just because you believe. The devil believes in God.

You've not read the letters of Paul then, where the faith alone idea is spelled out pretty clearly?

Because they misunderstand Ephesians 2:8,9. Paul wasn't saying that works aren't necessary, only that they can't save you without faith.

Also, James didn't say that works are what save us, only that they are necessary to prove our faith.

The idea is present, just maybe in different language.

Romans 3:28 For we maintain that a person is justified by faith apart from the works of the law.

Romans 5:1 Therefore, since we have been justified through faith, we have peace with God through our Lord Jesus Christ,

Galatians 3:24 So the law was our guardian until Christ came that we might be justified by faith.

Even the discussion of faith without works being dead points out that works are the evidence, not the cause of salvation.

James 2:18 Show me your faith without deeds, and I will show you my faith by my deeds.

It is also note worthy that that phrase does appear here in a dismissive tone, not because that phrase is altogether wrong, but it is a different emphasis. Many spiritual things are both yes and no, true or not true because things are complicated.

James 3:24 You see that a person is considered righteous by what they do and not by faith alone.

Salvation is based on your ability to obey God and his teachings but if you aren't perfectly obedient - you can be forgiven for your flaws as long as you demonstrate that you have tried hard and accept others who try equally hard.

There's one step after the confession of your sins making them right if you stole from somebody you pay it back if you're able.

Genesis 15:6, Romans 4:3 I hope this helps.

Some have been lied to by clergy, parents, and others

Some just misunderstand scripture

Some are wishful thinking

I suppose there are other reasons as well but sola fide is NOT scriptural. Read James 2.

Mat 16:27 For the Son of man shall come in the glory of his Father with his angels; and then he shall reward every man >>>according to his works<<<.

James explains that if our faith is not strong enough to provoke good works then it is a useless dead faith.

Faith without Good Deeds Is Dead

14 What good is it, dear brothers and sisters, if you say you have faith but don’t show it by your actions? Can that kind of faith save anyone? 15 Suppose you see a brother or sister who has no food or clothing, 16 and you say, “Good-bye and have a good day; stay warm and eat well”—but then you don’t give that person any food or clothing. What good does that do? 17 So you see, faith by itself isn’t enough. Unless it produces good deeds, it is dead and useless.