I guess that after the time I have put into learning my one martial arts style, and realizing how far away I am from anything even resembling mastery, the notion of trying to learn something new is anathema to me. I barely have enough time to devote to the one art I kinda-sorta don't suck at, let alone another.
I have two answers to this from seemingly opposite perspectives, although they both apply in my case.
Perspective #1: The different martial arts I practice are entirely different areas of study. From this perspective one could easily ask: Bill, why do you spend time messing around with electronics when that's time you could spend improving your Karate? Tony, why do you spend time practicing guitar when that is time you could spend improving your Jiu-Jitsu?
The answer is that we are human beings, not ants, and most of us want to do more than one thing in our lives. It's not as if it's possible to "finish" studying Karate or electronics or Jiu-Jitsu or guitar before moving on to the next subject. Everything we want to do in life will take some time and energy away from other concerns and that's just fine.
Perspective #2: The different martial arts I practice are really all parts of one area of study - how to be a better martial artist. My primary goal is not to be the best Jiu-Jiteiro that I can be. It's to be the best
martial artist that I can be. I'm studying a field which you might loosely define as the use of body and mind as applied to hand-to-hand combative situations. That means I'm working to develop attributes and skills such as balance, timing, distancing, posture, structure, power generation, tactile sensitivity, situational awareness, tactics, mental toughness, kinesthetic awareness, leverage, relaxation, efficiency, and so on. The individual arts (BJJ, Muay Thai, Kali, Capoeira, Wing Tsun, Boxing, whatever) are just training tools for developing those attributes and skills. It turns out that for me these different arts offer different perspectives into various aspects of these elements. Having those different perspectives helps me progress faster.
For example, Wing Tsun seemingly violates almost everything I had learned in boxing and Muay Thai about power generation for punches. Nevertheless,
@yak sao was able to demonstrate effective punching power to me using the WT method. (Not as much power as an equivalently skilled boxer, but enough to be effective in the context of the WT tactical approach.) How did that work? When I figured out the answer, I was able to take those elements back to my boxing and add them in to my boxing punches without violating the principles of power generation I had already learned - making them even more powerful. BTW - I am certain that many boxers with heavy hands already use these elements. It's just that most of them do so unconsciously, having figured them out by instinct during the process of throwing hundreds of thousands of punches. Boxing culture tends to be less analytically concerned with being consciously aware of the subtler, "internal" adjustments than WC/WT culture.