Because 1 person can kill the 100s of others on board really easily. That's not true of any other means of transportation.
Edit:
People keep suggesting you could achieve the same result by:
* Blowing up the security queue \ lobby etc
* Blowing up a train\bus etc
* Blowing up a stadium
But this doesn't seem to be true. It's actually a lot less true than I thought.
A 747 carries 450+ people. An Airbus A380 carries over 850 people. A terrorist can kill them all with a single bomb. Plus people on the ground if they're over somewhere populated.
Compare that to the 7/7 bombings: 4 bombs, all large, detonated on very crowded trains (and one on a bus). They managed to kill 56 people total. Partly this is because jets are full of jet fuel, partly it's because anyone who survives ground attacks gets medical attention. Partly it's because you don't have to free fall 30k ft as well.
If the same 4 bombers took the same 4 devices onto planes, they'd might well have killed 1000s of people.
It's a surprising difference in effect. I hadn't realised it was this big a difference. But it's very clear. Blowing up a crowd or a ground based transport system is much less lethal than blowing up a plane.