First, because some instance's block list indicates unwillingness to see anything beyond their little world.
Second, because in some (only only some) blocklists, there are links to some actual shitty people who I wouldn't think actually have the capacity to run a server.
In the last few days there's been quite a fuss about some instances storing insulting jokes and whatnot, but maaaan that's honestly nothing compared to what else is out there.