Because it has such a strong effect for most people compared to food, sex, alcohol, etc.
Obviously I don't know how strong (and I really really hope I never know, unless I'm on my death bed etc) but by all accounts it is overwhelming. Everything is toxic at the right dosage, and heroin is pure toxic pleasure.
I was spiked with heroin once. It didn't impress me - it made me feel a bit ill.
I've tried coke - good stuff, in good company, for an evening. It didn't impress me much.
I guess I was just lucky. I have an "addictive personality" - I drink way too much, and I'm a heavy smoker. I could easily have fallen into one of those holes, if I'd actually enjoyed those drugs. I found psychedelics much more engaging; but they're generally not addictive - after 3 days of continuous LSD use, no amount of LSD will get you tripping again. It's anti-addictive.