I think players are mesmerized by individual milestones primarily because of the media's portrayal of stats. We mold them, theorize about them, and constantly throw them about while comparing players. You're much more likely to see two batsmen compared based on their relative averages than based on a qualitative comparison of how many matches each has "won" for their country by playing some role here and there. Ultimately, it is a useful mode of "judging" one's career. The media, the spectators, the writers all fetishize stats and so it's no small surprise that the players do so too.
It seems like the only form of cricket where individual stats don't mean as much or are not thrown about a lot, ironically, is T20. Besides the usual "most runs, most wickets, S/R" etc. you don't have 50 different ways to compare players. Unless of course, we eventually make "30 runs" and "2 wickets" as new milestones. As it stands, though, 20-20 comes down to did you win or did you lose?