People worship evil deities for the same reason why people in the Star Wars universe take up "The Dark Side": it is an easier, quicker path to power. Altruism and empathy are burdens not everyone can or wishes to bear. Also, if genuine ignorance (e.g., "Shar is not evil.") is not a factor, then the worshiper believes they can "game the system" and come out ahead when they finally die.
