Here's why:

* Loess is a fine-grained, wind-blown sediment.

* Deposition refers to the process of sediments settling down and accumulating in a new location.

* Erosion is the process of wearing away and transporting material.

While erosion plays a role in the creation of the fine sediment that makes up loess, the process of loess formation itself is deposition. The wind picks up the fine sediment (often from glacial outwash plains) and carries it long distances. Eventually, the wind loses energy and deposits the sediment, forming thick layers of loess.