Because it would be the ultimate joining of beings. For us, it would be 'beyond intimate', which for some might be a higher goal. Think of it like enlightenment (in a StarGate-type of sense) where your individual isn't lost, but you are not separate from a larger being either.
There seems to be a general idea that a collective mind would be like a bee hive, where you form a super-organism, and the value of the individual is lost. I think that with a collective mind, you can still be your self but be in direct contact with everyone else.
Say there would be a problem that the cluster or collective mind needs to solve, instead of everyone being 'blank' and just contribute to solving the problem and not doing anything else, imagine more like a grade of participation, where you may be busy doing something else, and only have these small ideas that pop in to your mind where you just find parts of a solution or support small threads within a larger problem. It would almost be like having a multiprocessor system where everything is running at a different pace, depending on it's willingness to be involved. This would also solve anything like a 'difference in' or 'levels of' minds since your contribution or 'worth' to such a collective mind would vary anyway.
There may also be pro's and con's to this whole joining willingly thing. Say the collective mind gets depressed, or has an annoying song stuck in it's head, that'd be bad for a whole lot of minds. And maybe some parts of the collective are more at ease fully joining the mind and only working for the mind like mind-extroverts since they share it all, while others are more of a mind-introvert, where they do share their experience and what they see and do, but maybe not all the time and maybe not private thoughts.
One condition to willingly joining a collective would probably be the ability to leave at any point (but also losing any shared benefits or memories you gained while using shared knowledge).
Currently, one might follow the idea that existence is to replicate ones DNA. If a collective mind makes that more possible, it would be a reason to join. If the reason for existence would change, say, to pass on knowledge instead of genes, a shared mind or collective mind would be way more securing that objective than trying to write everything down or telling everyone as a method of sharing and making memories live on.