I started that mainly because it felt weird that a comment I wrote, had a blue up, when I didn't do it.
Now I consider upvoting something as a way to emphasise the post/comment and not upvoting all my comments makes me show a point when I do upvote something that I wrote.
It is really just for myself though, as a single upvote doesn't really matter and others are not really seeing if I am the one that has upvoted it. You can call it a compulsion, I suppose.