It's often because they feel directed by God to do it.Why would anyone who was not wanted, desire to be associated with them anyway?
Say you were a Catholic woman who sincerely believed you were being called to the priesthood. You pray and reflect on it until you're absolutely sure... but the local diocese won't even talk to you because they say women can't be priests. Would the word of some bishop be enough for you to - as you understand it - disobey God?