CDs can be nicely packaged, but LPs are larger and seem to get more interesting and elaborate packaging. For example, a gatefold 2xLP is just a nicer object to me than the standard 2xCD case (and many double LPs are single CDs to boot). So on average, a nicer object. They usually come with a download card nowadays so you get the digital version too.
Another reason for me at least is that a lot of the vinyl I buy is directly from bands at their shows. In that case I'm getting the souvenir and I'm giving back something directly to the artists. It might just be gas money to get to the next town, but it's more than they'll ever see from Spotify.