Because they look darn cool/cute.
It does depend on the model/range though, some of them you wouldn't know them yourselves unless told. I was considering getting the whole Breakfast Club, but the other guys look so plain I think I would forget who they were if I took them out the box.
Forbidden Planet in Nottingham has a fuckload, it seems every show has a range. I'm not sure why, but I keep seeing Big Trouble in Little China ones.
Although Lo Pan does look cute.
I also think it helps being able to show your appreciation/fan shit of anime, film, comic and game shizzle without having to either import expensive models or expensive detailed action figures which you won't even take out the box to play with (just as Jesus intended them to be used). Plus with every model in the same style it adds a nice element of symmetry.