Its true they are also the most difficult to monetise, but if you have a lot of traffic then it is possible to monetise even istes that have a reputation for being very difficult to monetise.
Because celebrities are frequently in the news and there are a tremendous number of searches for them.
They're associated to beauty. Anything associated to it, will market itself through word of mouth. It's just human nature to wanna find out more about popular people. Why do you think all those woman magazines sell so well (the ones which have info on latest breakups between celebreties).