I'm sure insurance is a big thing. The YE bumps up your insurance coverage to a million smooth and I believe also insures the ground workers at events. Frankly, if you're interested in the financials, typically all you have to do (as a member) is ask for them. I've had pretty good luck getting details out of the EAA in years past.

Note the Gathering of Eagles is not exclusively a YE event. The money goes to YE as well as other EAA Youth Programs.