Technically the units of temperature are "degrees Celsius", "degrees Fahrenheit", "Kelvin", etc. ie "degrees" is part of the name of the units "degrees Celsius" and "degrees Fahrenheit". "Kelvin" is the name of the unit by itself, so "degrees" is not supposed to be used before Kelvin.

In practice everyone's so used to saying "degrees" for temperatures that they end up saying it with Kelvin too.