Because it's not attached to me, I can't feel it, and it's never going to match my skin tone correctly, I don't really care what color it is, I'll always know it's fake. It's the feeling of having something in my pants that I like and gives me confidence. My fake dick could be neon orange and I'd be just as happy with it.
Now if I could get one of those $400 super realistic medical prosthetics, that would be different, especially since you can use them for sex and they have little clit stimulator in the back!