Several reasons come to mind, from the most rational to the purely emotional. They are more elaborate and dense compositions. Not everything produced survives, and if it does, it's because it has been freely reinterpreted for years/centuries. They have no lyrics and are not tied to a particular time period. Density allows one to feel a range of emotions that other types of music don't produce. In a single composition, you can have contradictory elements. Even silence has value. There are compositions that fill you spiritually and leave no room for anything else.

Except for lullabies, that would be the first music I listened. My father used to wake us up with classical music.