For me, I asked myself that very same question of “Why?” rhetorically to myself when I was just a young kid, but I asked it about all three forms of tobacco my father indulged in (pipe, cigars, cigarettes). At my young age, I didn’t think it was particularly wise to ASK my Dad “Why?”. But, I kept thinking about it, first snuck a cigarette and found no answer (did not like it), then tried the stub of a cigar left behind in an ashtray by my Dad (again, it did not seem pleasant or particularly valuable), and then eventually, snuck one his many pipes and pinch of tobacco and went out into the woods and tried IT.
THEN I knew the “Why?” at least for me. As a delivery device, as Warren stated, it was of course quite beautifully proficient, and the “Why?” for me, was answered by the simple, yet philosophically complex notion that in doing so, I felt MORE myself, more alive, I guess I could say.