The same reason people cheer - outlet of emotion mainly. I think the booing has gotten out of hand this season and has become an established part of the crowd's response, rather than a result of people boiling over. But I really don't think it helps players wanting to play here.
On TV the arena sounds silent or booing, if the crowd was bipolar and went wild after a goal it would be different. Everyone seems to calm down from a goal pretty quickly and get back into booing mode easily. Also booing when they are leading makes no sense - their goal is to win, they are doing that, i don't care how they play to get that W