Because I am a firm believer in intelligent life existing elsewhere in the Galaxy. There are probably thousands of planets in the universe inhabited by intelligent beings, many of whom probably aren't that much different to you and me.
I do not believe we have ever been visited by intelligent life (we probably never will be), but I am convinced that we will detect signals from other civilizations in my lifetime, they are out there, we just have to find them.
Any one of the SETI projects in operation around the world could be the one to detect signals from another world, maybe it will be SETI@Home user that finds that elusive Wow! signal and I want to be a part of it.