Because we have a tendency to consider the characters our friends. We see the websites as an extension of the story we see on TV. And as such, it's not an intruder.
"John From Cincinnati" - a new HBO series I've been watching, if not 100% understanding- has jumped into the already crowded pool with two new websites, both of which work to extend the show's brand and appeal to hard-core fans.
If only they could explain what's going on.
Check them out here and here