Because they sound better. And that's really all you need to know. Not that I do know, but I do know. Try a good one, and you'll see, and then you won't know either, but you'll know. That's the best I can do, hope it helps.
Power cords - snake oil?
Excuse me for being skeptical but how in the world can a different power cord improve the quality of sound? I've been willing to upgrade my interconnects and speaker cables to a point and use a line conditioner / surge protector but why spend hundreds on a funky power cord ?