It's a good question: why do we (the Baptist church I pastor) celebrate Advent? Isn't that on the calendars of Catholics and Episcopalians and a few Methodists?
It's true, lower church traditions (meaning less formal than more liturgical/tradition-oriented denominations like the ones mentioned above) are not known for celebrating Advent. But I think it's important and I can sum up why in a single sentence:
Black Friday and Super Bowl Sunday ought not be the major anticipations of our holidays.
But the key for me and what I hope to communicate to Jesus' church is that this rhythm of expectation is a good thing.
The first Sunday of Advent is the Sunday of Hope: we look forward to His coming.
The second Sunday of Advent is the Sunday of Peace: we look forward to His benefit.
The third Sunday of Advent is the Sunday of Joy: we look forward to our response to His causation.
The fourth Sunday of Advent is the Sunday of Love: we look forward to knowing it fully, demonstrated 30-something years later outside of Jerusalem.
So that's why we celebrate it as a church. But I think the rhythm of expectation is important - even if we can't articulate all the reasons why.
But that's just me thinking thoughts...