For me, I think that the most central reason is that Judaism is much more that just a religion; it's a religion, a philosophy, a worldview, a culture, a family, and an all-encompassing system that becomes our way of life. Judaism influences what we eat, how we dress, how we live, and our interactions with people and the world at large. And I truly believe that if we live life in accord with Torah everything is going to be all right; we will be good people, we will be doing as our Creator wishes, and we will work towards tikkun olam.