They haven't been begging to be a state. Only in recent years has there been a majority favoring statehood in non-binding referendums. For almost a century statehood placed third behind the favoring of independence or of remaining a commonwealth of the United States. After all, they are an occupied state, and that came with a lot of unpleasant history.
With statehood comes the right to vote in federal elections, but it also comes with having to pay federal taxes, which they currently do not. That's the attraction of keeping the status quo and remaining a commonwealth - they get the benefits of being a US territory (sans the federal vote) without having to pay extra taxes.