In the design of any single thing, you have a constant struggle of simplicity vs complexity. Being simple makes it easy to use, but it limits what you can do. Complexity give you more options, but with options come choices, and with choices come a need for knowledge.
Linux is traditionally complex, as is it's inspiration, UNIX. Thankfully, millions of programmers have dedicated their time to expanding the capabilities of Linux, and the applications that run on it. It's because of this complexity that Linux has been favored in the Enterprise, SMB, and specialty IT world, in addition to homebrew tech (home automation, CarPCs), and the netbook market. Many Linux distributions (often referred to as distros) aim to be something more simple, hence the Ubuntu distro, and those built upon it. That's one of the beautiful things about Linux. There's a place in everyone's world for it. Anyone can find a use for it.
The reasons you'd run Linux are mainly because you need it to do something Windows can't. There are a ton of apps available for Windows. Lots of games, media players, media editors, office apps, accounting apps, etc. Linux has several of these apps, in addition to open-source alternatives, plus many, many more apps you'd be hard pressed to find for Windows. Just take a look through the list of available packages for any given distro. It's insane how capable a Linux machine is for doing just about anything you can think of.
Another great thing about Linux is that if you can't find an app that can do what you're looking to do, assuming you have the programming skills, you can build the app yourself. In many cases, you're not the first to walk down your given path. Someone ten years ago may have wanted to do the same things, so they coded out a program to do almost what you're looking for. A few tweaks to the source code, and you've got the app you've been looking for, a contribution to the open-source community, and lot of pride in your own work.
In short, people who run Linux do so because of the capabilities and freedom it offers.