Escapism, interact with something that you can't do outside or in real life. Some play because of the story much like people reading a book but with beautiful visuals, voice overs, acting and interaction. The players action can change the outcome of some games but you can't with a book.
It's also called fun!
But mostly it's because males just enjoy games, just as much as they enjoy cars and in a scary way, guns. Why? Well it's because our ancestors were hunters, we hunted for food to bring back to the "nest" where the women stay and look after the children, it was the natural way of life back then. Because of that we have that natural instict in our brains, we're just wired that way. So because we're hunters we praise those that can hunt well just like a person who is a sharp shooter or who can do amazing flips or simply sport.
And like games, it's like a competition if you play multiplayer or self satisfaction if you can kill a computer opponent. But to some, multiplay is a good way of socialising :)
I don't mean it to sound sexist that the women stay and look after the "nest" but think about it for a moment. The term "mums know better" didn't just come out of thin air, it's pretty much because the women were and are better communicators, they stayed at the "nest" talking to their children and other mothers. Men just grunt that's why we don't talk much.. I hope this actually answers a few more questions than intended?
Us guys can ask a similar question.... "Why do women own TOO MANY SHOES and HANDBAGS?!"