Because there's possibly no better adrenaline rush that's why.
Sitting on the edge of a plane is very surreal. A feeling that's very unique, you'll probably have butterflies like never before. You jump out and the feeling is exhilarating, a dump of adrenaline and sensory overload. You're as close as you'll ever be to flying.
When your chute opens, your heart stops racing and you get a euphoric rush, you'll be able to take in the entire surroundings as you glide back safely to earth.
Then probably want to go right back up to do it all again!