Okay, I'll take a poke.
I was born in 1953, and at that time, radio and electronics were the geekiest hobbies a science nerd could pursue. So I jumped on board. A different question to ask would be why I continued to listen to radio as newer geekier technologies emerged. I gotta admit that the answer to that was something I was thinking about a while ago.
When I was in my teens, I lived through the "The Medium is the Message (Massage)" era, and I thought that this was a bunch of crap at the time. But viewed in a special way that is known to DXers, how true it is. The medium of radio, through all the warts and blemishes added by propagation, has a way of adding a certain magic to program content; it can make pleasurable listening of program content which would be intolerable in a more robust channel and draw your hand to the tuning knob, assuming the radio had one.
While listening, my mind tends to wander off the program at times, and marvel at the little clues the medium has impressed on the program. Some are hints as to where the transmitter is located, others are annoyances, but they all tend to increase my engagement with the act of listening. I suppose it's like brush strokes on a canvas kinda thing.
How many times have you listened to an Asian broadcaster whose signal is experiencing deep polar flutter and found that you were paying attention to the flutter and not the program? Or an East African just starting to poke its way above the noise as dawn enhancement commences? These are beautiful things...
Sometimes before a listening session, I take the dog out, and while she's doing her thing I think about what's about to happen. I think "If I take my 2 hands, cup them, and surround a small volume of space, what's in there right now?" Certainly dozens of FM and MW stations, hundreds of ARO signals, broadcasts from around the world, pesks and pirates, thousands of cellular conversations, beacons and radars; you get the picture. It's all there; what do I want to hear?
Bottom line, like most people in the hobby I have learned or have been taught to experience radio as an active intense foreground activity; it's not just something "on in the background". I enjoy the feeling that when I go down to listen or DX, I am in effect strapping my butt to the entire globe. On any given night, you just don't know what will happen, what you will hear.
All you gotta do is put yourself in the right place at the right time, and then magic happens.