For me a part of it is indeed the overhead luggage space issue. But also I'd rather just be "on my way". If I'm sitting out at the gate, even if I'm reading something, I need to have part of my attention trained on the PA system, waiting for the boarding (or other) announcement. Once I'm on the plane and in my seat, I can read, put on headphones and watch something, whatever, without my attention divided, until we land.

It helps that I don't find airplane seats all that uncomfortable, at least no more uncomfortable than the seats in most gate areas.