Because the Gunslinger essentially lives forever. He was hundreds if not thousands of years old, and he has been chasing the man in black for a long, long time (since before the world has moved on). See, the tower was reached, that was really his only goal. He protected it on the way, slew monsters, made friends (and sacrificed them) yet he fulfilled his destiny. You see, in any story, unless the main character has truly learned his lesson, he is doomed to repeat the entire process over, and over again. He reached his sought tower, and perhaps this wasn't the first time. But because of the very fact that he continued to chase something at the cost of all he loved, and only to see what was at the top (for that was really the only reason) the Tower gave him what he wanted.
With great stories, the point isn't in the ending, or the end result. The point is always, always the journey. And you have to admit, it was an awesome journey, wasn't it?