Why? Here is part of the story: (NIV)
Triumph of the Jews
16 Meanwhile, the remainder of the Jews who were in the king's provinces also assembled to protect themselves and get relief from their enemies. They killed seventy-five thousand of them but did not lay their hands on the plunder. 17 This happened on the thirteenth day of the month of Adar, and on the fourteenth they rested and made it a day of feasting and joy.
18 The Jews in Susa, however, had assembled on the thirteenth and fourteenth, and then on the fifteenth they rested and made it a day of feasting and joy.
19 That is why rural Jews (those living in villages) observe the fourteenth of the month of Adar as a day of joy and feasting, a day for giving presents to each other.
20 Mordecai recorded these events, and he sent letters to all the Jews throughout the provinces of King Xerxes, near and far, 21 to have them celebrate annually the fourteenth and fifteenth days of the month of Adar 22 as the time when the Jews got relief from their enemies, and as the month when their sorrow was turned into joy and their mourning into a day of celebration. He wrote them to observe the days as days of feasting and joy and giving presents of food to one another and gifts to the poor.
23 So the Jews agreed to continue the celebration they had begun, doing what Mordecai had written to them. 24 For Haman son of Hammedatha, the Agagite, the enemy of all the Jews, had plotted against the Jews to destroy them and had cast the pur (that is, the lot) for their ruin and destruction. 25 But when the plot came to the king's attention, [a] he issued written orders that the evil scheme Haman had devised against the Jews should come back onto his own head, and that he and his sons should be hanged on the gallows. 26 (Therefore these days were called Purim, from the word pur .) Because of everything written in this letter and because of what they had seen and what had happened to them, 27 the Jews took it upon themselves to establish the custom that they and their descendants and all who join them should without fail observe these two days every year, in the way prescribed and at the time appointed. 28 These days should be remembered and observed in every generation by every family, and in every province and in every city. And these days of Purim should never cease to be celebrated by the Jews, nor should the memory of them die out among their descendants.
You see the Jews in Persia were free from the terror of Haman, a man who wished to kill all the Jews. Gee doesn't that sound familiar?
They still survive, and while modern Jews face more Hamans, LET US ALL STAND WITH THEM.