1) Because the Delegate is working hard for Bitshares, and you should vote for them to encourage them to continue. (If this isnt true, vote for someone else!)
2) Because the Delegate has an up to date client, is producing blocks, and providing price feeds. (If this isnt true, vote for someone else!)
3) Because the more votes in the system for good delegates, the harder it is for an attacker to vote in hostile delegates and attack the network.