Sentiment, for one. Over the years, it's taken me many places with scarcely more than a flat tire to worry about. And I really like the way it handles. Leave the rest to me. There's a strong bond between bike and owner that's unique.
People get very attached to their bikes.
Our bodies get familiar with each bike's geometry. They're as personal as a pair of shoes. Which is why it hurts so much when you lose one. A lock is obviously the first line of defence. Get the biggest, strongest U-lock you can find.