Logically impossible and physically impossible are considered separate because they refer to different things.
Logically impossible events violate the laws of logic, i.e. it's contradictory.
A triangular square is logically impossible (if not simply impossible by definition), because to be triangular means to have 3 sides and to be square means to have 4 sides, and a shape cannot have both exactly 3 and exactly 4 sides at the same time.
Physically impossible events that violate the laws of physics. This isn't a particularly well-used term in a formal sense.
A person flying via unaided self-propulsion is physically impossible, because our understanding of the laws of physics would not allow for this.
A person flying in this way is not logically impossible, because there is no contradiction there.
Note: it is hypothetically possible that our understanding of physics is incorrect, so something we classify as physically impossible may, in fact, be possible. It's just extremely unlikely.
Anything that's logically impossible is also physically impossible, because the existence of a logical impossibility would violate the laws of physics.
Brain-in-a-vat is a meta-physical claim that's neither logically nor physically impossible. It's not physically impossible because the laws of physics can work exactly as we know them to be, while being inside of the brain in the vat. The same applies to hidden beings controlling reality.
In the absence of sufficient evidence, these are, however, unnecessary assumptions and may lead to a contradictory worldview if applied consistently, as one may end up believing e.g. that magical fairies controls (all of) reality and that a demon controls reality. So these claims should be rejected on this basis.
Since there’s no evidence that this is possible, why should we not be certain?
There is no evidence that it's impossible. But even if there were, we still shouldn't be completely certain that it's impossible, because evidence, or our perception of evidence, can be flawed.
But we can be quite certain that it's impossible.
Why do we even entertain such ideas?
To understand the limits of our knowledge and to expand those limits by speculating about what lies beyond them.
A few hundred years ago, someone might've asked why we even entertain ideas such as "atoms" and "viruses" and whatnot, but if we didn't entertain such ideas, we may never have reached our current understanding of biology, chemistry and physics.
Although I think at this point in time, it's accepted that brain-in-a-vat and magical fairies and so forth are almost certainly not true, and no mechanisms exist that would allow us to investigate such claims.
These claims can also serve as points of comparison for the range of supernatural claims that people might actually believe to be true, to establish an epistemological basis for what we're justified to believe and what we should not believe.