Whenever I verse players in Live Chess (30 minutes) on Chess.com, sometimes I am able to threaten their queen because they brought it out too early in the game. In the opening/beginning to midgame, if I threatened their queen with a simple move, and they forgot to move it away or block the attack, and I take their queen on the next move, they resign. Why?
Material (i.e. basically who has more and better pieces) is a very important factor in the objective evaluation of a chess position. The queen is the strongest piece on the board, roughly equal to two rooks or three minor pieces (knights or bishops).
If you really drop a queen in an otherwise equal position you are going to lose 99.9% of the time. Rarely you have situations where you have compensation for being a full queen down, like for instance you have a very strong mating attack or perhaps the queen is bound to protecting a pawn from queening, etc.
If there is no such compensation it is very reasonable to resign. There is not much point (and not much fun) playing a queen down. In fact most slightly advanced players would resign being a minor piece (knight or bishop) down in otherwise normal position (no attack, etc going on).
After losing the queen for nothing, the game is essentially lost, so many players resign instead of wasting their time playing a lost position till the end. Others choose to play on, either hoping that you will blunder even worse or run out of time. People are free to choose.
Losing the queen is just one example; in general, people resign when they think the situation is hopeless.