It’s just a name. “Chronicles” just means an account of events in order of when they happened, and sometimes it’s used in fantasy story titles because it sounds cool. It depends on what the author wants to call their series.
Also, you call a series a 'Chronicles' when you are narrating events of kingdoms and authorities of those knigdoms kings, queens and aristocracy. When the plot revolves around nobles, you call them 'Chronicles'. Example: The Chronicles of Narnia, the Chronicles of the Brothers, the Kensington Chronicles, the Shannara Chronicles etc.