Because I'm from Massachusetts!
Letterman is not funny and is only impressed with himself
Jay is more appealing to his audience. He jokes are funnier, and he is more approachable to his guests. Relates to them easier. He has less scandal towards his name, or brings to his family or job.
he might not be the wittiest but certainly knows what he is doing...letterman doesn't care enough
Jay Leno in general is great with guest, as David Letterman has been down right meen to his guest an d full of himself. Don't understand why are so loyal to Letterman.