Human nature.  It's often either greed or laziness. 

Lazy people think it's too much effort to manage their own keys and keep secure backups, so they place trust in total strangers on the internet to do it instead.  It strikes me as madness, but people like that definitely exist.  As a very rough generalisation (I know it doesn't apply to everyone), people seem to prefer convenience over security.

And greed causes people to come to terms with the realisation that, while you're holding your own keys, it's more difficult to gamble by day-trading altcoins and other tokens.  It's easier to again trust total strangers on the internet.  Supposedly a risk worth taking because the potential for profit is too tempting to resist. 

I used to do it with small amounts, but I don't anymore.  I never had coins on Gox, but I was right here when it collapsed and witnessed the fallout first hand.  That event definitely instilled some caution into my mind.  Not sure why it didn't have the same effect on others.