For the researchers - because it is fun most likely, and they get paid for it. For society, I am glad we live in a society where some money is skimmed off for curiousity. But for a pratical reasons - this stuff (or some other bet) rears up as useful years down the line for something practical. Maybe some kind of cryptography or making quantum computing feasible... who knows! Imaginary numbers are pretty useful in science, and they probably seemed exotic when they first were talked about.