They do. If you head over to collector's site like blu-ray.com, people obsesses over packaging and collectibles. They LOVE slipcases and steelbooks and giant collectible packages like this, or the "Under the Dome" dome packaging, or the Alien head thing or the Wolverine claw thing or the Doctor Who universal remote thing or whatever.
For my own part, I enjoy complete sets of shows I like, but I prefer them to just be normal-height boxes, maybe with a slipcase, that will fit alongside my other titles on the shelf.
I have each of the 8 seasons of "Dexter" in individual standard Blu-ray boxes, which are so much easier to store than novelties like the above. I'm tired of my way too large boxes for "Ben-Hur" and "Gone With The Wind" and "Planet of the Apes" and "The Sound of Music" and "The Wizard of Oz" and "Bond 50" and even the somewhat smaller sets like "Twilight Forever" and "Alien Anthology" and "Star Trek" (movies) and "Alfred Hitchcock: The Masterpiece Collection" and "X-Men" and "West Side Story." But such nuisances to store!
I went to that link and saw that Amazon was telling me that 2 of my friends had supposedly "liked" it, although one of those friends, Charles Edmondson, had died over 2 months ago, so maybe he liked an EARLIER boxed set of it -- you know how Amazon likes to port over its reviews from earlier (and quite different) versions of the same movie, so you never know if the person is reviewing the specific one you are looking at or an earlier one (or format). I see that the first Amazon review was written weeks AFTER my friend had died, which says something.