Because they have trouble accepting things as they were. It is much easier to belive that the past is how you wanted it to be, to help you make the present what you want to be.
Because its normal? Not everybody is sentimental, me myself not really, but my sister and dad are. Its just how they are, their more sensitive with their feelings than others.
This is very vague... It's a human thing to do, being sentimental, some people have different levels of it than others. Do you want to ask something more specific?