Because Baha'u'llah is the One promised by Jesus Christ in the Gospels.
Because the explanations of the Bible in the Baha'i Writings ring true, are sound, are exalted, and are the only explanations that make sense to me:
Proofs from the Book of Daniel
Explanations of the Revelation of St. John, here and here.
Because Baha'u'llah is none less than the Return of Jesus Christ Himself, as explained here, here and here.
Because Baha'u'llah is the Promised One of all religions, as He states here
Because the Baha'i Scriptures summon to holiness
Because the Baha'i prayers unfailingly put me in touch with my Lord and with my own highest inner self
Because the Baha'i Faith gives me an unfailing path of service -- the fulfillment of my deepest desires to be of service to humanity, to contribute to real justice in this world, to the fulfillment of self-knowledge.
I urge you to read the links I've suggested, and the books from which they come. Contact the local Baha'is in your area, and tell them you want to participate in institute courses; they will bring you to sessions for the study of the Baha'i Writings.