Well I suppose just because they think it's fun.
I don't really think that they do it because they're stupid, which seems to be the opinion of a few so far. I've never personally tried it, since it's illegal so I don't know if I could trust any source that it comes from and I don't really have the money for it.
But Cannabis is far less likely to kill you or cause you long term problems than drinking alcohol.
If you smoke too much of it, you can get really anxious, but that eventually passes and you can't become physically dependent on it. 24 hours after using it your cognitive functioning will be pretty much as the same as it was before, and that's after using an excessive amount.
Sometimes if a person has a underlying psychological condition cannabis could trigger it, so it definitely is not for everyone, especially if there's a history of mental illness in the family.
It can be abused, but many legal substances can be abused with much more serious consequences. It's just something else that needs to be used responsibly.