This is because Damn is considered a swear word in English, for historical and religious reasons (as SamBC mentioned earlier). When you want to say a swear word, but don't want to be offensive, people create "Minced Oaths".

Is Darn a swear?

Darn is defined as a way to show disappointment or dismay, as a more proper version of the word "damn." When you slam your finger with a hammer but you do not want to shout a swear word, this is an example of a time when you would shout "darn!"

Is Frick a curse word?

Frick isn't a swear word. I know there are certain individuals who think c r a p is a swear word (even though it really isn't), but “frick” isn't a swear word by any sense of the meaning of “swear word”. No one is going to get offended by someone saying “frick”.