Our fascination with black holes is pretty understandable; their one-way boundary, the "event horizon," traps light, meaning no signal can ever travel from inside a black hole to outside. The edge of the black hole is thus a region of space and time that expressly forbids interlopers. That's a recipe for mystery. And we all love a mystery, especially scientists.
This is compounded by the fact that at the center of the black hole lies a singularity, at which point all our laws of physics break down, making gibberish of even our most nuanced and profound achievements in physics. Approach the event horizon of a black hole on a one-way mission of discovery, and even if you survive, your distant colleagues won't be able to wave you away. Because time and space warp so dramatically at that point, you'll forever appear frozen at the edge of the event horizon.
