It's one of those 'Why do this rather than feed the starving?' sort of questions that could be asked about pretty much any profession or activity that we do.
Perhaps the answer has to do with diversity. Diversity of thought, diversity of interests etc. Also about balancing minimising bad outcomes vs maximising good outcomes. A pessimist minimises the bad, an optimist maximises the good. Maybe we can add that a realist understands a balance is good, but at the population level rather than individual level.