But, can anyone tell me any compelling reasons to create my own world beyond just the satisfaction of it?
Some of what I was goign to say has already been said by others, but, none the less, since you asked ...
*I* do it because ...
a) creative outlet
b) it's easier for me to remember cause-effect-history of my own imagined creation, otherwise, it turns in to me saying a lot of "wait, let me check the book..."
c) I don't run in to players knowing all the secrets (oh, that NPC was killed and replaced by a Doppleganger in book X two years ago ...)
d) I don't run in to players knowing more _general_ knowledge about the setting than I do ("DM are you sure you want to do that? because according the treaty between the orcs and the goblins during the ten year war, they do not cross the neutral zone ..." -- sure, i can understand it when players want to be helpful, but it can get annoying depending on the method used by the player)
e) this is a seperate item than creative outlet (where it is the satisfaction of creation) but also the creative freedom -- I am not confined by the history and events. If I need to make some on the fly change, I can do so without worrying about how said change will impact other world events
f) you can put a personal stamp on it to make it more memorable (maybe everyone is always tired of dungeon crawls through mountains and forests -- what if your campaign world has airships -- it is suddenly a new landscape of scenery and plot concepts that could be touched upon.. and players will remember the time that one PC died heroically defending the ship but fell overboard to his death while grappling with a pirate ...)
...
I am sure there is probably more, but that is what I can think of at the moment.
But all in all -- sure, a player invested in a published setting will like a published setting more, and a player not investedin a published setting will have no reason to be more or less invested in your own world ... but making your own does have its own perks.
All that said, if you personally don't have the drive or desire to create your own, then, well, it won't be worth it and the setting you "half-heartedly create" will suffer (as will the whole campaign as a result).