To each his own
It's the same reason why display casebacks are so popular (and, I suspect, why tourbillons are considered so special - they're fascinating to see when working). Watch movements are beautiful things, even more so when you can see them working. To be honest, my main interest in watches comes from seeing my grandfather work on watch and clock movements when I was a kid (it was a hobby of his), and I will often look through the display back of my VC, Breguet or, especially, my PAM111 just for the pleasure of seeing the movement running. I've wanted a skeleton watch for almost as long as I can remember - just never got around to buying one before.
There's a long tradition of displaying watch movements for the sheer pleasure of looking at them. Pocket watches - from the early days - have traditionally had an opening back, to allow the user to enjoy the intricacy of the movement (and show his friends, I guess!). The only disadvantage with those was that the movement was not then protected with a crystal, so it was easy to damage the watch. With a skeleton watch, you have the advantage of not having to take the watch off or open it to see the movement working.