Because after a while some of us get totally fed up with living life the 'normal way': that is to say chasing one fragile form of happiness after another.
If it's peace you want, you really should look into Advaita Vedanta.
Happiness/sadness is but another duality. There is no peace in duality. Once you understand (as you seem to) that one can find no lasting peace in ephemeral things (money, status, physical pleasures) it's a natural progression to throw all the dualities away and seek the source, Brahman, the ultimate reality, formless, changeless. Of course given the extent of most people's social conditioning these days, it's easier said than done but anyone can do it.
