Because they are just being normal freinds! Sure, sometimes friends can be a little annoying, but in the long run, something that may embarrass you that they do may come in handy one day (like telling your crush stuff you don't want him to know... Maybe he feels the same way, you never know!)
Do not tell them to "not say anything". If they do, just calmly let it slide and forget about it. Telling them not to, well just remind them that you like him and that's why they tell. be quiet, and if your at school, try to avoid him without notice if your around your friends. Example, The bell rings for a class, try to act like your avoiding a crowd of people once you see him. Just make sure he doesn't see you, because he might feel bad if he knows your avoiding him. just glance at him, then look straight ahead. If you act like you can't see someone. they wont pay attention very often. Hope this helps! :0) Sorry for such a long answer!