You do it to exercise and to excise your tribal instincts. What's special about a tribe? You can't leave it. Someone quipped that you can leave your wife and you can leave your job, you can't leave your club.
In truth if you've ever had a friend who changed clubs after the age of 10 they've been ridiculed for decades since.
Why do I follow a team, the same team? Because that tribal instict, it is against programming to change. Once you have picked you are Mormom-married (apparently the Mormons stay married in the afterlife?). A friend dragged me in. There are people who are buried with the banner of their club, and the family considers it an honour to have representatives present at the funeral.
I watch plenty of games by other clubs, I just don't care in the same way. Ronaldo or Messi would never play for my team, but I appreciate them in a sort of intellectual, emotionally distant way. Like how I watch NFL games, it's an interesting sport with strategically appealing elements. Do I really care whether Mahomes or Brady takes it? Nah.
In truth if you've ever had a friend who changed clubs after the age of 10 they've been ridiculed for decades since.