@Siikalahna - partly because it's a job that needs to be done, because fantasy governments are incapable of protecting their citizens. (why do they feed those governments at all?)
But mostly, because of girls. Heroes are really, really popular with girls. And not just human girls, but also elf girls, cat girls, loli dwarf girls, demon girls and every other imaginable kind of girl. And as a hero or former hero, you can get away with having a whole harem of them. Or you can marry a princess, four elemental lords, a goddess, or any other high-ranking being.
Pretty boys and handsome bishounen too, if that's what the hero or heroine wants.