Other then gotta catch em all?

The accumulation of power is a never ending obsession for those who taste power.

Good enough reason for me and it ties in with the description of the Sorcerer. Though I wonder though you are given the option of just taking the item and telling the prince to piss off, could it be possible for someone to worship the Nine Divine yet collect the Daedric items?

If you worship the Divines, you would be distancing yourself from the Daedra as much as possible. Daedric relics are unholy profanities from Oblivion by their creeds.

Even if you tell the princes you're not their champions? Welp either my Sorceror is going to be like the Dwemer or a Daedric worshipper.

I created a Dremora character, from using an Altmer before I used a Dremora race mod. He was RP'd to be cast into the mortal world by Merunes Daegon, as punishment for giving up his Sigil Stone.

The character was forced to forego a pilgrimage and become Champion of every Daedric Prince and collect their gifts. Only then could he be returned to the plane of Oblivion.