Because, despite all the bad, there is so much good hidden inside as well. Stories of hope and redemption. Stories of mastery of craft, and of failure. Stories of what could be, could have been, and stories of adventures that are simply not possible in our real world. We have been given the gift of creation here; the chance to hone our skills, and to dream of creatures and sights unseen by mortal eyes.
In short, we are here because the good outweighs the bad. Because the desire to touch the untouched in some way burns strong within us. Because we are dreamers, Zai. And this is our Dreamscape.