Answer: Probably for the same reason some of the foods you likely eat are called tacos and enchiladas, and one of the activities you may enjoy is called karaoke.
It is very natural for one language to adopt the words of another, particularly when the language donating the words is dominant for either political or cultural reasons. This is especially true where the language adopting the words doesn't have equivalents of its own.
I assume you're talking about words that are commonly used on Web sites, such as click (sometimes seen as clic), software and modem. Or it could be that you're referring to some musical terms, such as el blues, el jazz or rocanrolero ("rock-and-roller"). Or you could be referring to phrases such as breaking news and Hot 100, both of which I've also seen on sites in other foreign languages as well as Spanish.
In all these cases, the words have been adopted into Spanish and other foreign languages, coming from American English, which has a huge effect on world culture. Probably the big reason such words are imported is because the purpose of language is to communicate. Those who are "in the know" in a certain field are likely to know the words in the language that dominates that field, so it makes sense to use them when another language doesn't have a clear equivalent.
Is there really a good Spanish equivalent for a term such as blues or even click here? Probably not, at least not one that would be universally understood. But anyone worldwide who enjoys blues probably knows what the word means, and anyone who has surfed the Net is likely to know what click here means, even if the person isn't fluent in English.
As I suggested above, we've done the same thing in English, adopting Spanish words for Mexican foods. Indeed, we have dozens of terms we've borrowed from Spanish.
There have been some efforts among Spanish-speaking purists to resist the onslaught of English, although they haven't been as intense as the efforts to keep French pure. But in a world that grows smaller by the day, such efforts are likely to fail in most cases.
Incidentally, Spanish isn't always consistent in how it adopts foreign words. Most often, from what I've seen, it adopts the English plurals when adopting English words. For example, the plural of módem (or modem) is modems, not módemes. Verbs are usually put in Spanish form with the suffix of -ear. Thus the verb form of click (sometimes spelled clic) is cliquear or clickear. Sometimes spelling changes, but not always. For example, both the terms shampoo and champú are used in Spanish.
Pronunciation may vary. Most often I've heard the English pronunciation adopted, although sometimes with a change for letters that Spanish speakers can't easily pronounce. Thus software is pronounced more or less as in English (although perhaps with the first syllable sounding like the first syllable of "sofa"), but jeans can end up sounding more like "yeens," since the English "j" sound is difficult for some Spanish speakers to pronounce.