They're terribly useful for listening to music, setting timers, alarms, reminders, checking weather, traffic, unit conversions, and just general web lookups.
I suspect what you meant was, "why do people trade their privacy for convenience?" Which of course is ALWAYS the trade-off one makes when it comes to security.
I personally have decided (for now) that the convenience of the devices outweighs the likely harm they will have on me. Would I have one if I were running for political office? Absolutely not.