I presume its because siamese is not pc, but I'm not sure why? Surely siamese just comes from the fact the first twins were from siam, its not implying all siamese people are conjoined? I don't like it when i don't know the reasons for things!
Not sure when But I believe the reason for PC-ness as you suggest. It is highly unlikely the famous ones were the first but the name comes from a pair of conjoined twins from Siam, who travelled with a 19th-century freak show. They were billed as "The Siamese Twins". Subsequently, conjoined twins became known as Siamese twins but the term is now considered perjorative due to its etymological links to travelling freakshows.
RE: So why The are so named because they are said to be descended from the sacred temple cats of Siam.