They're just so easy to work with, and while directions are great, they're not strictly necessary to at least make something. Compare that with the handful of model cars I tried playing with, which had so many screws/bolts/gears that weren't at all interchangeable. I wanted to play with those, but doing so required me borrowing someone's eyeballs to get the thing built, and that deprived me of some of the fun of having a toy like that.
As an adult, I derive similar pleasure from woodworking and other crafts, but it's challenging enough to do that as a normal kid, to say nothing of also contending with folks who can't/don't support you because they don't know how or are too afraid. So, in the end, you have either legos or the simplest snap-together models to satisfy your building urge.
Even as an adult, I have a soft spot in my heart for legos. I've considered using them as snap-together cases for custom electronics projects, but haven't delved into them enough to know what sets would work best for that application. And as much as I like them, I really don't want to buy some castle or spaceship set just to build custom cases for my DIY doorbell or assorted RPIs. :)