The main reason behind this is that you get to hear their emotion and changes in tone to tell you what they are feeling, or thinking. Something that to this day has not been done well in any movie, cartoon, or game that has been dubbed.
If you want to know what I mean, watch Crouching Tiger Hidden Dragon in the dubbed format, then switch to subtitiles.
Even though the voice acting is top notch, it is still nearly a night and day difference, imo.