Probably the same reason anyone pays (either directly or through the access their listening provides to paying advertisers) for any type of entertainment.
I didn't disagree with your point in general.Beyond that, the greater point remains valid.
I don't think FOX is nearly as influential as many on the left make it out to be.
It has a small cadre of die hard listeners who tune in primarily to hear their prejudices reinforced.
It certainly isn't swaying elections.