Animals breathe, feel emotions, have a brain and a pulse. So I can't comrehend sport killing for the life of me!
Probably the single largest reason is population control. If hunters didn't hunt and kill things on a regular basis, you'd have wild animals everywhere, do you know how many car accidents you'd have from people hitting animals? How many animals going into your neighborhoods eating your dogs and cats, or even you? The reason you don't have animals doing these things much at all is because of hunting, without it our cities/civilizations would be riddled with wild animals.
The hunters that you can't comprehend are the reason why you don't have a bobcat killing your dog during the night. Yes, they enjoy the hunt and it's for sport (normally), but it's an important part of our society and it keeps a balance so that we have homes without having to check for wild predators every time we want to go shopping.
Obviously there are other reasons people enjoy it/find it useful, but that's the largest one that impacts our day to day lives, and it is an important one.