For a number of different reasons.
Most usually, people get sucked in when they are young, naieve, impressionable, etc. The "Scientology experience" will therefore be more deeply felt emotionally. Also, because of youth, the fiscal damage is worse. If, instead of blowing all your bucks on courses and expensives of auditing you made prudent, wise, well thought out investments that would have gotten you, on the average, say, a 15% per year return. How much further ahead would you be today financially? And that applies doubly to those who took out loans for those expensives and actually paid them back.
Busted marriages. Busted careers. Winding up on the street. Lost opportunities with quality folk you could have had some hot torrid affairs with. All those klumsy attempts to mockuppatoodee Scientology style. But I still haven't gotten to the crux of the matter.
At its core, Scientology is selling the same lie that the serpent told Eve in the Garden, which goes along the lines of "... and ye shall be as gods ... " As you go along with your expensives and doing TR's as part of courses ... which tend to be in many instances just a way of keeping folk available for redging for more expensives ... you are always looking for some moment when you gain some special ability. Once in awhile, you experience just a tiny wisp of something special, probably because you are looking for it, auto suggestion, or even a full phuggen moon, who knows. When it happens, you attribute it to Scientology, and that keeps you going. Eventually you run out of money and patience, or you get kicked out over some horseshitistic ethics crapola, etc. You might even stop believing the lie. It's just that even if you think it isn't true, you somehow think it should be.
Pete