It's a big mix of psychological, physical, and convenience. The feeling of relief during/after releasing into the diaper is nice. Feeling the extra warmth, especially when it lasts longer with a good diaper, is really good. To me, most diapers get extra soft and squishy after getting wet which I enjoy the feeling of (I think this sensation in particular is what helped spur me into liking diapers). I get a lot of stress relief from diapers, even if I don't immediately wet them. After going through puberty and being a DL, they also have an occasional added arousal context. Last and albeit lower on the list, the potential convenience of not having to stop what I'm doing (cooking, cleaning, long talks, gaming, homework/college reports) can be quite helpful.