It's precisely because you're asking for the differential, rather than asking for the derivative with respect to $x$. In general,
$$ \mathrm{d}(f(x)) = f'(x) \mathrm{d} x$$
One interpretation of taking "the derivative with respect to $x$" is to first compute the differential, and then substitute $\mathrm{d} x = 1$. I imagine your confusion is because you are so used to that final substitution that you don't even realize it's a thing. But here, we're specifically asking for the differential, so you don't make that substitution.
(this interpretation is more like taking a partial derivative than taking a total derivative, if you know what those phrases mean)
This is something that is useful, because we may not yet have decided that $\mathrm{d} x = 1$ is what we want. Maybe we will want to substitute $x = g(t)$ and eventually substitute $\mathrm{d} t = 1$.
Or maybe you simply want to explicitly record how the function varies.
Notation with differential is especially useful when you have more than one variable (even if you only have one independent variable).