The death of the Nokia brand is somewhat more understandable as Microsoft only acquired the phone business from the Finnish company. Future phones made by Microsoft's Nokia division will solely use the Lumia branding.
Although the death of the Nokia brand is understandable given that Microsoft only acquired the phone business from the Finnish company, a move to shy away from the Windows Phone brand marks a strategy shift. It's not exactly surprising given some of the company's recent moves though. Microsoft’s latest commercials for the Lumia 930 don’t even mention Windows Phone at all. In fact, Microsoft refers to Windows Phone simply as Windows. HTC’s new One M8 for Windows also drops the Windows Phone name in favor of just Windows. Likewise, Microsoft’s latest Cortana ads don’t even mention Windows Phone apart from a small URL during the entire 30-second spots. Promotional videos for the latest Lumia 530, Lumia 730, and Lumia 830 handsets also fail to mention Windows Phone.Source: The Verge