Odysseus wants to hear the Sirens' sweet, seductive song because he's confident that if he follows Circe’s advice—blocking his men’s ears with wax and having them lash him to the ship’s mast—he will be the only man to have experienced the joy of listening to the Sirens and lived to tell about it. So, it's partly out of curiosity, partly out of pride, and partly because he can get away with it.
All other sailors who had sailed past the Sirens' island had become mesmerized by the song, forgetting about their homes and dying of hunger:
. . . whoever comes their way . . .
. . . and listens to the Sirens
singing, has no prospect of coming home. . . .
. . .
They sit in their meadow, but the beach before it is piled with boneheaps
Of men now rotted away, and the skins shrivel upon them.
[Lattimore translation, Book XII, ll. 40-46]