UDP is a connectionless protocol which means it basically just sends packets out to the specified destination. TCP is connection-oriented which means it establishes a connection to the other end using the '3-way handshake'.
So it makes sense to apply the 'telnet' paradigm to TCP - you make connection to a specific host and port, you still remain connected (for a period of time) even if you aren't sending any data and you can send and receive data continuously without having to reconnect in between.
UDP on the other hand doesn't really fit the telnet model - its more of a fire-and-forget system where you fire-off a series of packets towards the destination. You then go on with something else (or just wait doing nothing) until (or if) the remote process sends some packets back.