I thought about trying to explain the reasons... but they tend to vary from person to person. Some enjoy it because it makes them feel like they are better/more able than others, others purely like adding new vocabulary and grammar usage to their repertoire, and yet others just enjoy the magic of what can be done with languages if you are creative enough. To be blunt, I'm more of the last one at this point... early on, it was more a bit of reason one and two though. Nowadays, I've just gotten to the point where an interesting set of lines is enough to make me feel happy, which I know sounds weird.
To be blunt, Japanese is a much, much more flexible language than English... at least American English, anyway. The Japanese language never quite abandoned indirectness, which is seen as dishonest by many English speakers. It is also one of the prime reasons why it is so difficult to translate Japanese to English and why I can still find new things to learn by replaying games like this over and over. Americans habitually avoid indirect language outside of trained creative writing and politics, and anyone seen using it is seen as smarmy or dishonest (unless you agree with them, of course, lol).
Implied subjects, layered meanings, colloquialisms, etc etc... I can always find something new if I look hard enough in games like this.