Well, for a couple of reasons, I think it boils down to very simple factors in many cases:
-The GTI moniker (although the GLI has similar appeal in its name here in North America)
-The practical aspect of the hatchback. When it comes down to it, a hatch is much more practical for many people and their accompanying lifestyles.
-The design. While I do not want to turn this into a Jetta design debate, there are those who feel that the A5 Golf and Jetta styling suit the Golf better. Additionally, some people simply prefer the look of the hatch.
Myself, I want the GTI because of its history, nostalgia (the fact I owned a great Mk1 GTI) and I prefer the styling.