Some Westerners have extended family or cultural ties to dangerous places.
Also some of these kidnappings occurred when things were safer than now... When there's an outbreak of new crime, there's always people who are caught unaware before it becomes common knowledge to stay away. Some of these people have been captive for over a year.
I personally travelled to Iran and Eastern Turkey (when it was safer...) because I wanted to better understand the local culture. I learned a lot and I'm glad I did it. At the time it was when the U.S. had Iraq reasonably under control, Eastern Turkey was stable and Ahmadinijad was on his first term. It wasn't so bad, but... a few months later, things got crazy.
Today I would not go. But I wouldn't fault anyone who had family for going.