They're very filling, high in fat, low in sugar, and they taste good. You're basically eating a relatively healthy block of fat, to me it's sort of like asking

They're very filling, high in fat, low in sugar, and they taste good. You're basically eating a relatively healthy block of fat, to me it's sort of like asking "why do people like bacon?" - for the obvious reasons, salt and fat. By contrast, oranges aren't something I'd indulge in. They have much more sugar - ~10x what an avocado has. They're acidic. They're not particularly filling (low fat / protein content).