Short answer: We are unique, complex individuals and thus have unique, complex desires. No two individuals are the same, so we are bound to differ in what and how we desire something.

Long answer: It’s impossible to know for sure, and different disciplines within psychology have different (and sometimes conflicting) perspectives on the matter. Evolutionary psychology usually points to adaptations and mutations, biological and neurological psychology often point to things like genes, cross-cortex activation, and neurotransmitters, behavioral psychology likes to use classical and operant conditioning (à la J. B. Watson and B. F. Skinner, respectively) as explanations, and social psychology would likely look at the social or cultural factors that influence the individual. So on and so forth. Your question is too complex to cover satisfactorily in a single comment, but rest assured there are likely numerous textbooks of cognitive/personality/social, etc. psychology that would answer your question with heaps of empirical findings to back their claims.