For me its a question of why not. There is a general perception amongst those who do not own or consider saloon cars that they are a 'practical' choice and are purchased for 'practical' reasons.
In reality, this is not the case. Infact a saloon car isn't very practical at all. Mine does not have folding seats and has a completely fixed rear parcel shelf. The boot is large but has a narrow opening - it's pretty much suitable for suitcases and holdalls and thats about it. It wont carry your new appliance home from the shop and neither will your new TV fit in, and you cant fold down the seats either. Pretty much every other bodyshell going is more practical - infact, in terms of carrying stuff around a Honda Integra is more practical.
The Saloon does, however, have other benefits. They are asthetically pleasing - a nice saloon looks good - and in the cabin the cabin noise is much quieter than that of the hatchback as usually the boot is sealed. The bodyshell is stiffer as well.
Personally I bought a saloon because I just like the whole saloon thing, really. I would be very, very reluctant to ever consider a hatchback, as I find them just massively compromised in the name of practicality.
This doesn't explain the existence of things like the Focus and Astra saloon which seem to be fundamentally pointless vehicles, which I guess explains why nobody buys them.