For me there are two aspects. First is directly related to your question, which is that vinyl has stricter limitations on the mastering[1] compared to digital. Some might prefer the sound that results from these limitations, at least when well done.
But for me it's mostly about the ceremony around playing a record. You have to actively participate, preparing the player, and you sit down and listen to the record in linear order. No fast skipping. So when I listen to vinyl it's about relaxing and enjoying the music for what it is.