Foreigners usually don't understand why. Those foreign people were not born in Thailand and useless for Thais. They just came, pay and some looked for sex, then went back their home. But the King is Thai. He always willing to help his people live their life better. Thais don't hesistate to stand up as soon as they hear the royal anthem. The reason is to respect their beloved King. If you still really don't understand, at least, if you come to Thailand, please pay respect to country's culture.