Because non-linear writing provides an environment that nurtures the creative combination and reformulation of ideas while also being more efficient and effective at generating content. We shape our environments and then our environments shape us
A huge advantage is that it insights acumulate with non-linear writing . You can also combine atomic notes to form larger pieces with far greater efficiency than linear writing. It is far more efficient as it prevents reinventing the wheel.
Excellent fiction can grip a reader - but it's passive. The reader is along for the ride with the story.
non-linear writing forces the reader to be active - they have decisions to make and this increases their interactivity with the material. They are driving the story.
Choose your own adventure is an example of non-linear fiction which predates hypertext.
For non-fiction - allowing the reader to actively choose what piece of information they want to read next keeps them engaged and provides a sense of interactive discovery.
The best example I've seen are Andy Matuschak's Notes (he calls them Evergreen Notes).
Thoughtship was inspired by his example and work.