As a performer, I enjoy standing in front of a group of people and commanding their attention. It's fun to make them laugh, after all. That said, lectures are pretty easy. Write a story, speak clearly, and write legibly. Congratulations, you did it. Active learning environments require more work from the instructor, but they actually work better.
Lectures persist for a few reasons:
Once you have a notebook of prepared lectures, provided primary compensation is not based on educational outcomes, most faculty will preferentially reuse the work they've already done.
Most faculty, being faculty, are among the small fraction of the population who could learn effectively from lectures. They are inclined to like lectures, and to see nothing wrong with them.
Most university classrooms were built to deliver lectures, not to foster active learning environments. Fixing this would cost more, but a lot of universities are building active learning classrooms because the results speak for themselves.