"I really don't understand the heel first running style."
Running heel first is undeniably easier than running toe first.
For a runner to switch from heel to toe running is straight out painful. It puts more than double the stress on the lower leg (calf, shins). Overtime, becoming acclimated to toe running is probably beneficial, but it requires a lot more lower leg strength and conditioning.
Simply put, people run heel first because it's easier.