A better question is, Why are people so damned afraid of soldering?
People will have no problem cranking up an uber horse power table saw with a recklessness reserved for grade school ‘Blood in the Wood Shop Class’ warning videos, but are scared shitless to touch a soldering iron. Simply because ‘they understand it’ people will happily use a tool known for amputations, but not a tool that can cause a blister at worst.
Why not use a conductive glue/epoxy? Because they suck. They don’t hold things in place as strong as solder, they’re difficult to troubleshoot or use accurately, and impossible to rework if you get it wrong the first time.
Why not electrical tape? Because it wont hold things in place; a little mashing and you’ve lost the connection at best, cause a short at worst. You also can’t guarantee good contact between the wire and the point.
Won’t these free up lots of mistakes that could be made? Nope, not really. The shoddiness of using these methods means you’ll have 10x the amount of problems you would have had using the right tool in the first place.
You’re asking why you can’t hold everything together with superglue when assembling a car. You’re asking why you should bother buying screwdrivers when you have a drawer just full of butter knives you could use. You’re asking why you can’t saw the plywood with a steak knife. (Damn, Im hungry now.) Yes, you could do all of these, just like you could build a stick using electrical tape to hold the wires to the PCB. But it’s shoddy, difficult, and just not The Right Way.
Use the right tool for the job. It’s not scary, it’s not expensive, and it’s not even dangerous. If you want to practice before trying on something ‘real’ or expensive, there are prototyping boards at Radio Shack with hundreds or thousands of plated through holes to practice on; a little wire and you can practice your soldering for days for under $10. Got old electronics (Low power stuff, nothing that plugs into a wall outlet pls)? Practice finding similar points to solder a little wire onto those before trying with the real PCB. With just a little practice, you’ll be modding Wii’s and doing all sorts of very awesome things.
Bite the bullet, and just try it. There’s no point in being a scrub hiding behind a senseles fear.