To expand upon what Gimli has said, ("...because he was a dwarf. It's as simple as that!") Moria obviously held some great and consuming fascination for both Balin and Gimli. Balin, though wise, old, and definitely sane, was a dwarf, and dwarves were shown to become easily overwhelmed with desire for material possessions (ex. Thorin's nearly disasterous greed for the wealth of his forefathers of the Lonely Mountain).
After his success in reclaiming the ancient riches of the Lonely Mountain, perhaps Balin began to feel that same ill-fated tug of avarice. After all, what terrible beast could be worse than a wisened, treasure-hoarding dragon? It would not be difficult to awaken something of the same desire in other dwarves, and perhaps Gimli, as the son of Gloin, heard many wonderful tales about the defeat of the dragon, and maybe did not quite believe that there was anything that could not be defeated by the might of dwarves.
Aside from all this, who could resist a peek at such a mighty and glorious show of the abilities of one's high ancestors?
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"'You," he said, "tell her all. What good came to you? Do you rejoice that Maleldil became a man? Tell her of your joys, and of what profit you had when you made Maleldil and death acquainted.'" -Perelandra, by C.S. Lewis
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