I can identify with them, in a way that I could never identify with Duncan or Hercules. Sidekicks are allowed more humanity than the heroes are. They can have flaws, they can make mistakes, their morals don't have to be quite as rigid. I like that extra dimension in my characters. Noble, square-jawed heroes bore me.
Sidekicks are also much more likely to have a sense of humor than the heroes are.
Plus, as I mentioned in the previous answer, sidekicks often have to do what the heroes do, but under more difficult circumstances. They're out there fighting the good fight too, but they don't get appreciated for it. It reminds me of that old joke about how Ginger Rogers had to do everything that Fred Astaire did, but backwards and in high heels. In my stories, I do my best to give these unappreciated guys the recognition they deserve. Creatively, fanfic allows me to jump straight into the story without having to establish background.