I can only conclude that they do so out of ignorance, especially, women. I believe it is done from the point of view of it being exploitative to women. Furthermore, most of those who do so, do it without making any effort to find out how the practice came about. However, before we begin to probe into the origin of polygyny, we need to know the role culture plays in a given society. In order to do so, let's look at the explanation provided by Professor Ali A. Mazrui.
Culture provides a basis of stratification, a pecking order in society.
Status, rank and class are partly the outcome of a cultural order. According to the explanation given above, we can then see the cardinal responsibilities placed upon culture in creating institutions to address certain needs in society. However, due to ignorance, most individuals have the tendency to pass judgment on polygyny without thoroughly understanding it. From on our understanding of culture, it is safe to say that one of the key responsibilities of culture is the establishment of social institutions which will maintain the orderly existence of a society. In view of the above, one can easily understand how polygyny became the ideal institution of marriage in Africa.