Because I've been watching them for like 25 years at this point. Sometimes a habit gets settled into your routine to the point where it just *is*.
If I genuinely didn't give a shit about the Penguins, I would've stopped watching a while ago. I want to watch the team and be entertained again as they compete for Cups. That's at least 5 years away, most likely, so I'd rather they get to working toward that instead of having it be, say, 8 years away by handing these guys contracts to keep the feel good story going. If anything, I think it's weird that people *don't* give a shit and want to keep watching this same old boring rerun they've been watching for the last several years.
-edit- Fantasyland compromise; The BFFs stick around at discounted prices so everyone can be best buds and ride off into the sunset together, but the team sucks shit and drops off a cliff to the point where they start raking in those top-5 picks. Voila, everyone gets their wish.