Because I have no interest in power, luxury, fame, contentment, entertainment, or wealth; some are means, but I don't see any as respectable ends. Time is limited, this life is temporary and inherently without meaning, we have to imagine our own to avoid going mad, and to my knowledge only human beings have an opportunity to comprehend existence to any lateral extent. If that isn't done, your consciousness is wiped and tossed back into the wheel of Samsara to live out countless amnesiac existences, if not just outright dissolved. I don't intend to settle for either of those outcomes without at least trying to seek an alternative, i.e enlightenment.
Many people, even here, are very sleepy and are trapped in a delusional dream. I don't see value in this type of imaginary lifestyle, which leaves me only with one path to walk, and I know that we can evolve past the pathetic state by cultivating wisdom, awareness, presence, and Will.
I am also aware that things are not as they seem, that much goes on around us we cannot naturally comprehend because of our dependence on the filters of our bodily senses. I have a great interest in understanding this world at all it's levels, as well as myself, because the microcosm mirrors the macrocosm. To "Know Thyself" is not the goal of therapy, but the goal of gnosis and mysticism.
TL;DR: I study the Occult because there is nothing else to do.