Dongs, I think it’s because not only is Bill Murray a pretty funny guy and all-round great actor (think Saturday Night Live in addition to his films), but because he’s ridiculously personable in real life. He surprises people in the street by coming up behind them and saying “Guess who?”, and he invites himself to parties and does the dishes for the hosts while he’s there. He films himself doing slow-motion walks for people, instead of the impersonal signing of autographs.
He’s the people’s celebrity, man
I mean, I know you could have Googled all of this, but I think the awesomeness of Bill Murray needed to be reiterated.