CS people like to abstract away the computation from physical hardware, but the apparent fact is computation _is_ physical, and it's limits lie in physics and not in mathematics or philosophy (see Shor's algorithm for instance).
It's only natural to write programs in a language that follows the same flow as the underlying physical computer. A classical computer is represented by it's assembly language, thus it makes sense to have languages like C. Concepts like "stateless programs" don't even exists in a classical computer. It's as crazy as trying to build a quantum algorithm that does away with measurements!
In addition the physical world does not work anything like a stateless machine. As most useful programs imitate a physical process rather than a pure mathematical object, the notion of writing programs in such languages is not-intuitive and requires transformation of the actual problem at a both low (hardware) and high (software output) level.
Finally I would like to speculate that the whole concept will never be intuitive in the future (post-quantum computer era). In the era of quantum computers, because they will always be physical objects with a particular state, and it's this very fact that they have a well-defined state allows us to perform a computation.