There is a difference between "solutions to $x^n = a$" and "the $n$th root of $a$".
Basically, if you want the square root to be a (single valued) function, then you should get one and only one answer for any valid input. That means that you cannot simply say "the square root of $4$ is a number whose square is $4$", because then you can get different answers depending on who you ask, or when you ask; you always want to get the same answer. Which means you need to pick one of the numbers whose square is $4$ to be the square root of $4$.
This is done by convention (agreement). In principle, there is no reason to prefer the nonnegative solution to the nonpositive; in practice, you want to either always pick the nonnegative ones, or always pick the nonpositive ones (that makes the function "square root" a "nice" function, where nice has to do with properties of functions like continuity). And because people understood real positive numbers for a much longer time than they understood negative ones (even negative integers), the nonnegative choice is the one we all agree to use.
That's why $\sqrt{4}$ is $2$, and not $-2$, and not $\pm 2$. We want the square root to be a function, so we want a single answer, and we agree to give as an answer the nonnegative solution to $x^2=4$.
The same is true for other even powers: there are two possible answers for the equation, but we want the function to have a single answer, so we agree that it will be the nonnegative one.
This problem does not arise with cubic, fifth, seventh, odd-th roots, because then you don't have two possible answers for the equation, so there is no need to choose for the function.