Because they promote empathy for others, amongst other things.

This reminds me of Steven Pinker, who makes the argument, in The Better Angels of Our Nature, that the proliferation of dramatic, epistolary novels about marginalised people that became very vogue in the 18th century was one of the main factors contributing to birth of what would eventually become the civil rights movement (amongst other things).

Basically, reading books–particularly reading books about people who are Not Like You–makes you a better human being.