I think that maybe they think it's attractive. But it's not. Maybe they love the sun so much or the burning sensation on the skin that they can't help themselves any more. Maybe they don't see themselves very well, so they believe they're always whiter than they are. I don't understand it either.
For the same reason they dye their hair colors like fire-engine red, pink, blue, or that true, pure black that isn't naturally found in human hair. Didn't you hear? It's not the "in" thing to look like a human being anymore. Gotta look like an alien to be hot now.
I always assume they just don't realize that they look a little strange. Like if someone you see everyday is slowly loosing or gaining weight you may not really notice because it's so gradual but someone who sees them once every few weeks would notice immediately because to them it seems sudden.
I hate tanning beds, I think it is bizarre for people to pay money to increase your risk of cancer and intentionally age your skin. Then again, my heritage is Irish so maybe I'm just jealous I can't produce pigment in any other form than freckles :)