The central task of the mise en scène is to place people in some context. But life as most of us experience it depends utterly on knowing who and where we are on earth, on placing ourselves in relation to the rest of the world.
Human life is always writ large on the big screen. The movies are supremely realistic - surrealistic, you might almost say - in their capacity to look more like life than life does. The other reason has to do with visual paradox. One is that the movies are always and inevitably tempted by voyeurism, and exotic illnesses or injuries, including psychological ones, promise voyeuristic thrills aplenty.
There are at least two good reasons why Hollywood is so fond of movies about memory loss.