See thats what makes it interesting for me.
I could never get into UFC or boxing since i have no stakes in the fights, it's just 2 random dudes beating each other. I never had anyone to root for since they are just random people and only fight each other for some league placement or something.
In wrestling there is this neat little soap opera story lines for everyone and i'm interested how they play out.
Plus, everything being acted can give much more interesting and suprising results. In Boxing they may build up a new fighter as being the rising star, only for him to lose every fight after that. Thats anti-climatic.
Wrestling is more a show than a sport and thats a good thing. I think they nailed it with calling themselves "sports entertainment".