Because it tastes good? Honestly, I'm not a HUGE fan (only been a couple of times) but the chicken has a unique taste which I haven't found replicated anywhere else - other places that sell peri peri as part of their menu just aren't the same. Interestingly, most people I know who haven't liked it got the lemon and herb chicken, which I personally think is horrible. It is overpriced for what it is, though. In South Africa and Dubai Nandos is a fast food chain, served in paper bags/boxes like KFC with more reasonable prices, which suits the product much better.
Also, although I haven't tried them, Nandos seems to have a good range of vegetarian options!