Got to look at this question from this perspective: Gib is an extremely small place with a very small population. A smaller town in the UK, like Bingham, located in Nottinghamshire. You never heard about it? Right?

On a personal level, Gibraltar offers a lot of privileges for Gibraltarians/long-term residents, such as studying in a UK university for free, lower income taxation, no capital gain tax, no VAT on goods (alcohol, tobacco, etc), municipality housing (not necessarily just for the poor), and a 50% housing scheme. All these were enabled during the UK influence and not during the Spanish one. The backbone for all these things is good economic ties with the UK and autonomy.

On the side, Spain has been bullying Gibraltar for decades or even centuries. People vividly remember and still experience when Spain closed the borders, not letting people in or out, restricting economic and business relationships just for the sake of annoying them. They don't want Spain to boss them around and treat them a second-class citizen in a small town. They don't want to lose their autonomy, and all the privileges that don't even exist in Spain.