for me it's because this is an unusual unidentified case in that we should have every bit of information we need to solve it, yet we can't work the pieces together. we know where he was the day he died, we know who he was with, we know a lot of biographical information about him, we arguably know his first name (from the note), and we have a vague idea of the direction he was traveling. it's amazing that in almost twenty years not one person who went to school with this guy, who lived in the same town, who went to the same church, etc has seen an article, interview, or picture and been able to say "hey that's the guy i played baseball with in middle school".
i get depressed when i look at the missing persons forums from the 1940s and 1950s because i know they'll never be solved and i know that the families of those people will never get closure and, as time passes, they will pass away never knowing what happened. here we have a modern-day missing person (looking at it from the perspective of loves ones) and we can't figure out who he is.