Tank and healer are seen as more stressful because there's more focus on them, and some people don't want the pressure. Healer in particular depends on the rest of the party's competence, and, well, check out the Tales From the Duty Finder thread for plenty of stories about that.

Also, some people just want to see the big damage numbers from DPS jobs. Dark knight has giant swords and lots of edgy spikey stuff, but black mages make things go boom.