Mostly because even in shit roles, he seems like he's having fun.
Also because unlike some superstars, he's done a good job of creating content he likes on tv in the US and elsewhere. He's had many shows and episodes that were clearly "Fuck the ratings, I'm doing what I always wanted!" And he's still doing it.
Joss Whedon just got handed the biggest franchises with multi-billion dollar movie and tv deals of Marvel/Disney, and he's still jealous of Craig Ferguson.