Why ? Because it kicks some serious ass, that's why.
I'm a diehard ASOIAF fan, I'm eating my fingers waiting for The Winds of Winter and in the meantime GoT is the best substitute.
I refrain myself from sleeping every Sunday night (I'm French, so the episodes usually come out of the HDTV scene @ 4.30 am, Paris time) to get it WHEN IT'S AVAILABLE. Now mark my words, because every fan feels the same : I don't care of the means, as long as I get it soon as possible.
Were there a legit way to watch it at roughly the same time as you yanks do, I'd pay good money for it. But there's not.