For me it's several reasons.
To start, cultural reflections. In addition to loving Japanese culture I also love European culture. European culture is all over Visual Kei in countless bands. Malice Mizer just to name one. Sure it's sometimes not accurate and many times silly. But it's romanticism of the culture. That's the point.
To me things like this are the perfect match. I'm not much of an Asiaphile, I like Japan and Korea and the rest is European. For me, like many other things like Folk/Pagan/Black metal, Fantasy video games like Odin Sphere, Final Fantasy, Anime and Manga. It's a perfect Eurasian mixture.
Japan does a great job of representing our culture in a romantic, fun way. Heck, now that I think about it even Dollfie is to the "western" barbie by far. And the name Volks? It's the earlier Germanic version of the word "Folk". Very nice.
It allows me to vacation from all the stupid ignorance on the internets trying to separate "eastern" and "western" cultures and "eastern" and "western" people. I just get to sit back and let the lines blur. I like to hear my Norse mythology video games in Japonic language. I like to remember that Celtic religion originates in Dharmic religion. I...I...you get the point.
Remember when I said I like anime because of the European culture as well as Japanese culture? Well that's not the only thing I like. Anime is aesthetically pleasing. Hair colors like blue and such rock! And Visual Kei....they look like anime characters come to life. Look at the designs on some of their clothes! I bet some anime/manga and video game characters were based off of them!
Apart from all the culture. These guys, wow...I must say I'm a bit gay for a few of these guys. My gosh, I feel a bit self-conscious when looking at these guys! Bou from ancafe...omg..he looks so much like a girl. I don't even care that he's a guy, he's hot!
Which brings to mind something else I like Visual Kei. It also blurs gender lines. I'm quite supportive of anything that blurs gender and gender roles. Though there could be a few more girls in Visual Kei. :P
And I think that's sufficient enough explanation. What are your reasons?