Because the stories are brilliant. Perhaps people who were already adults with plenty of literary experience when the first book came out are less likely to agree, but if you were a child, well ...!
Those who lived it will know what I mean.
I think there were many books I had really enjoyed during the first 9 years of my life, but when I was gifted a paperback copy of Philosopher's Stone, I found something inside it that I hadn't ever experienced before. I don't have the perfect word for what that was, and I'm cringing at the thought of writing this next bit, but the best way I can describe it is as if magic was happening inside my head - like my imagination was firing off in all directions and I could picture every single scene with absolute clarity. In fact, I believed in Hogwarts so completely that even after I turned 11, I had a secret hope that my letter would arrive by owl and I wouldn't have to go to the boring Muggle secondary school I had been signed up for.
Thankfully, I grew out of that, but I've never grown out of Potter. He grew up with me. And I revisit him maybe once or twice a year, and I never get tired of it, because for some reason I can still feel the magic even now.
No other book or series of books - even those I have really, really loved - has ever managed to leave quite the same impression.