Because I've been using it for 10+ years and I like that it's lightweight. I do have Chrome and Firefox installed and used to use Chrome for a while on my laptop, but got drawn back to Opera. Opera also handles tens of tabs easily with lower memory than Chrome or FF.

>why do that to yourself

All the sites I regularly visit work properly in Opera, and I don't think it's worth it to switch my browser of choice just to see a HTML5 or WebGL demo on HN.