I do it because the voices tell me to.
Oh... wait... this is the thread for people who like to put Branston pickle in their socks, isn't it? No? Never mind.
I don't go urbexing, for a number of reasons (some to do with health, others to do with my job, and so forth). However, whenever I see a derelict building I am put in mind of Tolkien's lament in his last Foreword to Lord of the Rings; "...the country in which I lived was being shabbily destroyed before I was ten...". Things haven't changed all that much. We, as a society, are so enamoured with "new and improved", that we have a tendency to assume that everything else is "old and inferior".
The people who explore these remnants of our past are in the privileged position of seeing where we have come from, not just where we are going to. They can also see that "new" does not always equate to "better". Particularly when it comes to architecture. (No, I assure you, I am not Prince Charles.) There are whole swathes of our social history being lost to progress, and I am grateful that the real urbexers take the trouble to put up a few photographs of their explorations so that I can at least enjoy them vicariously.
You rock.