A couple of reasons, I think. The first sounds a bit like a Zen koan. I was in bitch mode one time, threatening to quit the whole magic mess, when an acquaintance hit me with these words: "You can't quit. You didn't choose magic. It chose you." I haven't heard from that acquaintance for a number of years but I have pondered those words often since he spoke them to me a couple of decades ago.
The other reason can be summed up in a song lyric that I'll get to in a minute. There are dilettantes in magic, and dumb shits, and dickheads, but some of my closest friends and some of my finest hours have been due to magic and magicians - it's just easier sometimes, when life seems to be a little rougher than you'd wish, to write about the bad stuff. Oh, that lyric?
The moon has a face
And it smiles on the lake
And causes the ripples in Time
I'm lucky to be here
With someone I like
Who maketh my spirit to shine
Those who know me will know the artist. Those who don't can use a good search engine (I recommend vivisimo). And if you think the lyric refers to you, it probably does.
Speaking of which, if you're interested in learning more about magic, you might go here.