Because the aftermarket guys promise improvements over stock parts which is rarely if ever proven. Plus OEM's tend to be sold by dealers which keep the price high, at least to the average consumer.
Ford's modular motors seem to have specific requirements that time and time again here in the FTE Forums have been shown to be better maintained by using OEM parts. O2 sensors & spark plugs are two items that immediately come to mind. Having already owned three E250's ('97, '00, '03) the stock exhaust systems are amazing (although expensive) and I've yet to see anything from the aftermarket match OEM parts.
That's just my opinion and after a while longer here it might seem much the same to you as well Terry Morris. Remember you heard it here first!
Welcome to FTE BTW!