I'd wager that many of the people who had their money stolen (particularly at gox) aren't what you'd describe as "bitcoin enthusiasts". Less-technical people who have either heard about bitcoin, or who have been gifted some bitcoin are likely going to keep it in whatever service they received it on (many may not even have realised the difference between mtgoxbtc and btc).
There's enough FUD out there to scare people who do a little bit of research away from storing the coins in their own wallet - brainwallet passwords being cracked and accounts emptied, viruses taking your wallet.dat, over-paranoid key-generation techniques recommended by the community.
Living in the HN//./reddit/whatever else bubble, there's a prevailing attitude that users should be aware of the goings-on in the bitcoin world. We're definitely exposed to those details here. As a result, the reaction seems to be to almost blame the users for the exchange losing their money (to paraphrase, "why would anyone in their right mind trust Mt Gox?"). Personally, I think that this attitude is bullshit, and that technically competent bitcoiners are taking advantage of less-technical people with the rhetoric around how much of a great payment system bitcoin is/how it's a great investment/etc while glossing over the fact that if you aren't good with computers (and want to trust domain experts, or who don't know how to properly secure their own computer), you will be robbed of your money one way or another.
That said, perhaps the best answer to your original set of questions is convenience...