I think you have a valid question. For me, growing up in a bookish family, it was a "given" that a reader would like to have a signed copy of a favorite book. I don't think we ever asked "why?" We would have thought there were differences amongst: 1) finding a signed copy in a used bookstore, or 2) going to a book signing yourself and meeting the author, or 3) better yet, knowing the author well enough to receive a gift of a book addressed to yourself from the author.
I just finished reading Camino Island, a novel by John Grisham, in which one of the main themes is first editions and signed copies. (It's also a good yarn.) But the "why" of it, I don't really know. It's a very old tradition. Maybe people like to know that the actual author handled their particular copy?
I stopped by the used bookstore in Springerville years ago, when I lived nearby, to browse and talk to the owner, Robyn Burnham, a friend. She said, "Oh, I have a book for you I've been saving!" She reached under the counter and pulled out a very battered paperback copy of Desert Solitaire. I opened it and saw that it was signed by the author, Edward Abbey. I was very thrilled. She sold it to me for 5 bucks. So, this is now a prized possession of mine.
But that still does not answer your question. Why would it be thrilling to have this old battered copy, just because Ed Abbey once handled it and signed it? I have no really good answer for you.