Lots of reasons really.
It's nice to be in a world completely unlike my own for a change, to live a life I could never possibly live in the real world. I like the way games tell story, though player action, I contribute to the narrative in an active rather than passive fashion. I've been playing since I was a baby (literally) so it's a big part of who I am. It's a good way of connecting with people. Most of my friends play games. It's a good form of release and escape sometimes. I think games can present unique concepts and ideas and certain ideas in unique ways. They sometimes make me think about things in a way I hadn't before, and it's nice to expand my horizons. I enjoy the gameplay itself, it's fun for me.
That's not to say I don't enjoy reading, or being outside, or living in the real world, and there are other facets of my being besides video games, but they are a part of my life and I enjoy them.