There are many good responses on here, but I would like to add some other reasons as to why a lefty may stay a lefty on classical guitar. This is from both personal experience and from what I have heard from other people, albeit in other aspects of life, over the years.
Left-handed guitarists may like the dominant position of the left arm as compared to the right arm in the guitar position. It gives their "more attractive" side a spot in the limelight as opposed to conforming to traditional standards. They may also have had an upbringing which inhibited the use of the left hand, and this can now be seen as a little rebellion on their part. As much as I hate to admit it, there is some satisfaction in defying all those "right hand, right way" people I have had the displeasure of interacting with over the years. If only more people were tolerant like those on this forum, many of us lefties would not be so cynical.
Being experienced in other disciplines may play a factor here. The southpaw position in martial arts, archery, baseball, etc. can cross over into the world of guitar. Being an avid archer and martial artist myself, I feel much more comfortable in the lefty position since the hands are at their familiar locales. Musical instruments may have been borne out of modified weapons, so this would lend some credence to this idea of crossover comfort. The piano in comparison is neutral in stance, so handedness is not as much of a factor, and some pieces may emphasize left or right hand (e.g. Rachmaninoff vs Chopin).
Depending on the person, there may be more musicality flowing through one's dominant hand. While the fretting hand is the precise machine which does most of the hard work, the plucking hand is responsible for the accurate representation of your music. The plucking hand must select the right tone and timbre for every single note while being mostly ignored by our eyes, so a finer, more whimsical control is crucial. Classical music is boring enough, I would not want to make it even more monotone!
In comparison with other instruments, the classical guitar is at the crossroads between the traditional and modern ideals. Unlike the standardized shape of the violin, we are still trying to find our figure, so it stands to reason that there should not be such a staunch traditionalism towards the right-handed approach, but we will always have those people. The guitar is also an intimate instrument without the violin's orchestral pedigree no matter what those guitar orchestras would lead me to believe; it should be a part of your identity. Play it how you want to play it. There should be no concerns about necks sticking out from the group (please don't hunt me down, orchestra players