Married women represent certain societal boundaries. On some level you enjoy the taboo of it, being an "escape" for them, or providing them excitement they're no longer getting at home.
They have already attracted someone and serious commitment, which makes them even more alluring. They are comfortable around men (not needing a second husband), so they're easier to talk to.
You are either looking in the wrong places or subconsciously do not want to get attached. Maybe you like the idea of the risks or danger associated with married women.
You're just having some bad luck. Keep trying and you'll find the right lady eventually. Another reason is maybe all the women you know are married, so try new friends.