Because they're fun.

There's thousands of pens to pick. They can be as cheap or as expensive, as colorful or as understated, as stock or as custom, as gaudy or as classy as you like. There's an infinite amount of ink shades you can try out. There are inks with sparkles. There are inks with metallic shades. There are basic round nibs and calligraphy nibs. There are gold nibs. They're easy to fix and customize. Treat them well, and they can last a lifetime.

My daughter loves her transparent green sparkly pen with hot pink ink.