Probably because they have Shogi, which is also fun to play. They also like Go, which I hate. Absolutely love Mahjong, though. (Thanks Yakuza series!)
To each their own... :-)
What I like about Go, is its combination of simple rules, contrasted with the rich set of ever-more advanced tactics. And (using handicaps) players of different skill can still enjoy a somewhat-balanced game.
There are just a few basic rules (board sizes, placement of stones, groups, freedoms, atari, capture) that are easily explained. Beginners may think it's a simple game then. Wrong!
From these follow more basic concepts like eyes, living/dead groups, effect of corners vs. edges vs. center, snapbacks, etc.
And then you get into more advanced tactics like netting, semi-connected groups, forcing moves, thin/thick positions, Ko fights, responding to opponent vs. just leaving a position as-is & play elsewhere on the board, etc.
Strong players can read ahead further than weaker players, or play more from their intuition ("that position looks weak, let's step in there & take some territory" style).
This is what makes it interesting computationally: it's difficult to evaluate positions, to put a number on how good a move is (although experienced players can easily spot a bad move when they see one), or getting a grip on the # of possible board positions.
So it could take a lifetime to master Go. AlphaGo has thrown another curveball into this.
Other games add complexity through their ruleset, board or # of pieces. Kind of: mastering the rules of the game, vs. mastering the game itself.