It really is strangely compelling. Although it would appear to be entirely about treasure, it is not really about the treasure. It relies heavily on the likeability of the characters and is more of a bonding exercise between brothers/friends/fathers/sons. I think that is why fans keep coming back for more. We know we aren't going to see any treasure but it doesn't really matter. And you can always hope.
It is a genuine mystery, and just enough discoveries have been made during the whole series to confirm that there is something to be found.. some day. If it turns out to be just a box of gold and jewels I would be disappointed.