Because they are bad ass mofos (usually) and save peoples lives. Not that hard to figure out why, they literally have to go through fire and sacrifice their lives for others-protector/provider to a T. Plus imagine being able to tell those stories to a chick...
Her-'So I work in a office...and do paperwork...boss people around....hang out on my computer and do stuff with pinterest in my free time...blah blah blah'
Him-....'Well....on the downtime I just hang out with the guys in the house...but..when we get the call, we have to suit up immediately, head out in the truck with sirens blazing....this one time I had to save a girl while her house was literally falling down around me....and then give cpr to her father after I threw him over shoulder and carried him out of the house.....the look in his eyes when he came too (came back to consciousness) and I reunited him with his daughter...they were crying and just held each other for a minute straight...then he shook my hand and thanked me (or said he'd always be grateful...) ....its the best feeling in the world and beats NOTHING else in this world that I have EVER felt, I live for those moments....blah blah'
-Plus you can easily take that story into life/death, and how much that makes you think about a BUNCH of things you could wax philosophical about-let alone about being ballsy, taking chances, being passionate about what you really care about-etc. All of which are good attractive switches to hit with a girl, let alone make em feeeeel bueno.
-Those are some BAD ASS real stories that women would KILL for. Beats guys doing office job bs stories ANY day of the week. Thats why they are good.