Following up on what dropzone and others have said, this is a hard-wired element of human psychology. It used to serve a legitimate social purpose, back when our circle of acquaintances was limited to those with whom we could physically interact, but in our modern era of mass communications this ancient predilection is being triggered and manifesting in truly bizarre ways.
The short version goes like this:
We recognize a social hierarchy. We recognize that there are people above us, status-wise, and below us. However, while we may superficially abide by these rankings, we are always open to opportunities to pull down the people above us, that we may rise, and to hold down those below us, that we may not descend. Gossip, which is to say little stories about other people’s behavior, is one of the primary tools we use to enforce, and occasionally manipulate, the social order. For example, if we can spread a story that our slightly-higher-status neighbor was, say, a drunk with a gambling problem, we might be able to trade places with him on the status ladder. From ancient times, therefore, we were highly attuned to collecting information about other people, especially those above us, because it could potentially prove useful. And we still are, though our hard-wired interest in accumulating intelligence on our social superiors has become, to some extent, divorced from its original purpose, because celebrities and others of much higher rank are so distant from us as to live in what is for all practical purposes a different world. And yet we continue to have a powerful interest in them, and especially their crimes and peccadillos, because we are behaviorally programmed to be that way.
It’s obviously a lot more complicated than that, but even the simplified version is illuminating.
(My primary source for this is the chapter “Inference Systems in the Social Mind” in the book Religion Explained by Pascal Boyer, and to a lesser extent the book Intimate Strangers: The Culture of Celebrity by Richard Schickel. The first is highly recommended reading.)