It is more power efficient than voice. You put the same power into roughly 50Hz of bandwidth vs 2.2k for voice, so you can work the world on a modest station. Its also easier to pick out in the noise than voice.

Amateur radio is more than just "have a conversation with a random person". There are contests, challenges where you try and contact some number of states, countries, etc, and events.

One popular event is Parks on the Air where people go to a designated park and set up a temporary station then try and make contacts. It has a sibling event called summits on the Air where you do the same thing on top of a summit. Using CW lets you do that with less gear and in more adverse conditions.

Finally, its a brain workout. If you like the feeling of being " in the zone" then getting into a Morse conversation or participating in a contest is just the ticket.