We can only assume that a circle has infinite sides, which is not a safe thing to do. If it has infinite sides, then it still has sides, making it a polygon. If it doesn't have sides (being a perfect circle) then it would not be an actual figure, since there are no sides. A circle has to be a polygon because it has to have sides, and no matter what, the shape will have sides regardless of how many because if it did not have sides, it would not be a shape.
tl;dr if a circle is a shape, it has sides, if it has sides, it is a polygon.