Going to ramble a bit now, and probably talk myself in circle, but for the interest of getting some thoughts down - here goes.
I think you're sort of asking a different question to the one people are answering here Joey. If I've interpreted your posts correctly at least.
What I think you mean: Why do coasters exist? Literally, what in our human psychology has caused us to want to make machines like this? Why couldn't that thrill be gotten another way? This isn't a matter of personal preference, this is a fundamental question about the need for them in society.
What I think is being answered: What do coasters give you that makes you want to keep riding them? This is more about the preferences of individuals and their likes and dislikes.
I think they're subtly different, and neither probably has an easy answer. Tackling each one in turn:
Why do coasters exist?
This is a big question, and not one that I think I can answer fully. I think the question isn't just about coasters, it extends to things like slides, trampolines, skydiving, they're all doing similar things to your emotions - I think - just to varying degrees. Is it possible they're trying to emulate some of the sensations we are hard-wired in our biology to experience? Generally speaking, we've lived a very safe life for a hundred years or so now - from the point of view of dangers in our environment like falling off cliffs, being chased by bears, having to fight off a surprise midnight raid - you know what I mean. I wonder if there's almost something within us that needs to have those emotions every now and again, and if coasters are a way for us to get that.
Biologically, strong positive or negative G-Force, travelling very quickly (exposed to the air), being up at 300ft, are things that we don't like. They're a red flag to our bodies that something isn't right. In the same way that people get motion sick (their brain can't rationalise their sensory inputs), I think roller coasters put your body through those feelings. Even though you know you're safe, your body is screaming that you're not. Coming out of it alive feels fantastic!
Obviously, there's a lot of social implications of a roller coaster too. They're a great thing to do with a group of people, as you all collectively get that 'high'. I've done parks on my own several times, and it's always fun, but it's never quite as fun as with others. There's something good about the social 'togetherness' of riding a coaster. It's the same feeling of comradery I get when riding a biking trail, for example, you all did it TOGETHER. Visiting a park with others definitely triggers those emotions, which can be quite powerful I think.
There's also that whole 'escapism' thing. A theme park is somewhere where people can go to blow off steam and do something out of the ordinary.
And then, let's face it, there is the business side of it. As soon as someone figured out they could make a device that people wanted to experience you get this runaway effect of new developments and relatively quickly (especially with improvements in materials) you have the range of experiences available to us today.
I don't think I've really said anything there, but it's certainly an interesting point. I don't think it's just coasters though, I think these effects happen to everything. Like I said at the start, why do we make slides for kids, go skydiving or mountain biking? I think they're all doing a similar thing - I don't think roller coasters are anything special in that regard.
What do coasters give you that makes you want to keep riding them?
This is a bit easier to answer, as I can speak about my preferences a bit more. Although it's still tricky as it's often hard to pin it down. I enjoy the forces, the speed, the height, the 'fear' of riding coasters. I'm afraid I keep using mountain biking as my example as it's probably my next biggest passion that provides some of these experiences. When I'm biking, especially on the harder more technical tracks, there is a very real chance that I could seriously injure myself. I'm not reckless, but I do push myself, I do crash and it does hurt. What stops me just riding straight into the biggest jump is that I'm aware of all of this and take a measured approach to it. Coasters are great, because that's the side of things you never have to worry about. However, you can get far more speed, force and height than you can biking, and I think that's some of what keeps drawing me back.
There's also the engineer in me that finds them brilliant pieces of design and applied science. They're elegant, clever, efficient pieces of hardware that I can't help be fascinated by. It's no different to the 'enjoyment' I get from knowing how things work generally, it's amazing to learn about how people were able to come up with their design.
I think nadroJ is also right, there's something nice about counting them. There's a sense of achievement, which shouldn't be forgotten about. Especially breaking the big milestones.
I don't think any of that is any different to any other enthusiasm really (or at least, I can see parallels). Baseball card collectors, classic car restorers, train spotters, model plane builders, anything. Which is probably another question in itself - why do we have enthusiasts (of any sort)?
Edit: I hadn't seen that video fully before I made that post, I now realise they cover most of what I said. And they said it better. Haha.