There are at least two major reasons for this. 

First, lobbying jobs fit very well with what ex-legislators know how to do.  They tend to be well-versed in what goes on in legislatures and they know how to influence that process.  They will often have personal contacts within the legislatures.  This makes them suited to lobbying.  Second, lobbying can be very lucrative.  It is surely difficult to pass up the kind of money that can be made in this way.

People who leave legislatures, then, have the chance to make a lot of money doing something that they are pretty well-suited to doing.  It is not surprising that so many of them take lobbying jobs.