It's all because War is a business. Literally.

Country leaders gamble their resources, soldiers, etc, in order to win against the opponent. Usually winning results in an increase in resources & political power.

Plus war creates a ton of jobs.

Here's what I've always wondered: Where does the $600 Billion used on the United States armed forces go? What is it used on? I don't know...I've always wondered why they spend so much on defense when we're technically not at war