Thing is that even though Cyberdyne's research was destroyed, they still would have come up with the "neural net processor" more or less akin to what Skynet uses, but it would have taken them longer to do that. That is really the only thing that would have changed. The military's desire to have something like Skynet would not change (and, IIRC, the US military is working on something Skynet-ish, although at this stage it is less advanced then it was in the movie).
Because the desire is there and the technology will in-evitably come along, judgement day is pretty much cannot be avoided.
And the reason we like to think about this is because it provides a very dark, somewhat realistic (of course not completly, but the concept is certainly realistic), interesting view of the future.
I don't know why I like the idea of the human race getting pw3d and almost wiped out by a super-intelligent defense computer so much, but that is the series' biggest attraction for me.