It's kind-of the same reasons why I liked Negima and like Holder. Or why I like FMA or that Erased anime.
I like it when characters feel like real, intelligent human beings. Not stupid, not incompetent, and not emotionally weak.
I especially get behind Phantom Troupe's way of handling things. Straightforward, no bullshit, they say things the way they mean it and are prepared to fight anyone that has a problem with it. They seem rather removed from emotional and social consequences for things - they don't care. They simply cut anything down with logic and instincts.
It's pretty much how I live my life which is why I like them so much. They're not dumb, they're not pissing themselves when bad things happen, they don't exhibit all the tropes of other stories.