Um, because I can do it in my pajamas?
Seriously, I went a long time between dismantling my film darkroom and buying a digital printer. That meant that I went probably five or six years without being able to print my own work, and realistically it was more like ten years, since I didn't shoot much b+w film toward the end there. So then I had my local pro lab print for me, but they went out of business. So then I just stopped printing anything for myself. Sure, Costco does an okay job, but it's not the same thing at all.
After seeing a demo at a conference, I bought an Epson 3800 about four years ago. It totally changed my life. OK, perhaps I exaggerate a little, but it did make a big difference in how I feel about my work. Showing you my photographs -- either my work portfolio or my personal work -- just isn't very satisfying on a tiny screen. Showing you actual prints, on fine paper, or in a homemade book, is significantly more satisfying. Having my own printer rejuvenated my personal photography, too -- now that I have a creative outlet, I am spending more time shooting personal projects.
To me, a photograph needs to be something that I can hold in my hands, something tangible, not just colored pixels on a little screen. Being able to create that in my own (digital) darkroom again is something that I greatly value.
If you are satisfied with the prints from your local lab, great. But if you want something beyond that -- better paper choices, more control over the quality of the image -- then the learning curve is worthwhile.
EDIT: You might be totally amazed at the difference between a custom print made by an experienced printer, and the 8x10 you get from your local lab.