i)  It is good for you.  Same reason you choose to eat food made with sustainable agricultural practices.  Except that with wine it is even more important (e.g., an apple treated with artificial or synthetic chemicals you can wash or peel some of it off, vs wine where everything goes straight in the bottle).

ii)  It is good for the winemakers, their families, and other hired help working in the vineyard.  Believe me I know, if there is stuff there that is not good for you, you will constantly touch it, breathe it, inhale it, etc. 

iii)  It is good for the environment.  Healthy soil, healthy plants, healthy grapes. Not to mention biodiversity, insects, birds, animals, etc.

iv)  The wine taste better.  Again, healthy soil, healthy vines, and healthy fruit, taste healthy (i.e., freshness, depth in flavours, minerality)

v)  If you do not care too much about i) through iv) just do it for the people that do. 

Keep this in mind next time you are buying, or drinking, some wine.