Because the complexity of the game, emerging from such simple rules, is just stunning.
Because you can make new friends, on- and offline.
Because the handicap system ensures a fair and exciting game, even between players of wildly differing strength.
Because lots of the Go problems you can find in books (or online) are much more fun than Sudoku.
Because the social expectation that the opponents talk about and even partly replay the game and variations thereof (where the stronger player teaches the weaker player, but still learns a lot himself) is really, really great. Are ther other communities where this is widespread?