I have a Zoom MS-60B and it's definitely good, but the learning curve is steep. Once you get it set up, you can have multiple pedal chains to switch through, plus it has a built-in tuner. I don't always use it because it's not as simple as using discrete pedals with their own knobs, but I certainly wouldn't knock anyone who does use it. You have multiple versions of most types of effect: delays, choruses, phasers, synth pedals, compressors, reverbs, etc.
Only thing it's not great at is dirt. Everyone has their own favorite flavor of dirt, and chances are your multiFX pedal won't have that flavor. In my case it's my old Darkglass B3k; there's nothing on the Zoom that sounds like it, so I think it's a 2-pedal minimum for me. Maybe 3 if I need my favorite synth pedal.
But to get to the heart of the matter: I enjoy having a large collection of pedals for the same reason some people like to have lots of different basses. It's just another hobby, I guess. It's fun to switch them up and check out the cool paint jobs and all that.
Or wine collections