They aren't needy
A book won't be wondering why you are up until 3 in the morning or be mad when you don't see them for a few hours. Maybe even days.
They are cheaper
Relationships are expensive. There are dates, presents, vacations, and more to pay for. It is such as hassle. But books, they are less expensive and will last longer than that pair of shoes you gave your significant other last Christmas.
They take you to fantastic places
I think just about everyone would rather be reading and imagining themselves on a remote island or at Hogwarts or in a beautiful loft apartment in NYC with a view. Books can offer that. Boyfriends/girlfriends will probably take you to that Olive Garden around the corner. Clearly the former is the winner.
Reading > Small talk
I would rather be weeping uncontrollably in the comfort of my bed rather than making small talk on a first date and talking about my favorite music and where I grew up. No thank you.
Books don't care what you look like
My new novel doesn't give a shit if I have no make up and no bra on. They don't expect me to look presentable and put together. They're always there, in good times and in bad.
They won't let you down
Some books might not be as great as you expected, but I would take that rather than a "we need to talk" text any day.
They will always be there
Even if you are absent for a few days or are busy with work, they will be there when you come back, and they won't nag you about it.
Fictional people are just better

Characters in books are just better than people in real life. Their presence will cause you much less stress and help you to be an all around better person than the annoyance of real people. I actually have the issue now that I compare all of the real people I meet to fictional people...it is actually a problem.