Sherry Turkle [1], a psychologist who wrote about humans and the interactions with computers, wrote about people who use computers as a way to satisfy a need for total control. This manifests itself in building/making or using a low level means to accomplish something that could have been done with a higher level or easier means. These users prefer the lower level means over the easier way because the latter would remove some control or transparency of operation from the person.

So, nostalgia is a big part of the NES appeal, but there may be other factors as well.

[1] https://en.wikipedia.org/wiki/Sherry_Turkle