Because most Linux users are geeks, and us geeks enjoy customization.*
Actually, I don't think most geeks prefer customisation per se. Many clearly do, but I for one find it a sometimes-necessary evil rather than a benefit.
Personally, what I want is something that works right. That does what I need, and then gets out of my way. The best way is for the software to work right to start with. Being able to customise it is a workaround for it not working properly in the first place. Sure, it's a lot better than nothing. But it's only a workaround.
I've seen both sides of this. For a decade, I was an Atari user. Yes, yes, I know, stop sniggering at the back. I spent a lot of time getting it set up, installing lots of utilities and gubbins. And the end result was worth it: a modern GUI desktop, task bar, Start button, great integration with my command shell, good use of the available sound and graphics, TrueType fonts, web browser, pre-emptive multitasking, email, printer, scanner, and lots more I've forgotten about, all nicely integrated. Nothing exciting today, but in the 1990s it was quite comfortable and standard. But it took an awful lot of time keeping up with the latest developments, downloading, installing, setting up, tweaking, reading docs, rebooting, etc.
Fast-forward a few years, and I'm now a Mac user. Oi, I said STOP sniggering at the back! And now I spend hardly any time customising it. Why? Because I don't need to. It's already comfortable, powerful, standard, integrated, etc.** All the things I used to spend time and effort setting up are there already. So instead, I spend most of my time actually doing things with it. Do I miss that time spend hacking around trying to get things to work decently? No, of course not. I spend most of it reading Slashdot...
So for me, the question is "How do I get a decent environment to work in?" And while customisation (like skinning) is an answer, it's the wrong answer. The right answer is to provide decent software to start with.
(* 'we geeks prefer customisation', not 'us geeks'. You wouldn't say 'us prefer', would you? Addition of the extra qualifier doesn't alter the noun case. And yes, I am a member of the Campaign for Real Pedantry. CaRP, for short.)
(** I am of course talking about Mac OS X. I did use Mac OS 9 for six months, and hated every minute. There was a system that did half of everything wrong, and provided absolutely no way to escape, either. For an old-school Unix hacker like me, it was purgatory.)