I find myself asking the same question time and time again. It stems back to my childhood (i am 25 now). You see my parents first Christmas together they gave each other a super Nintendo. From the time I learned to walk I always had that video game console. It was my first friend and the closest thing i had to any siblings. My love from gaming grew from there. It has always been a part of me.

Many reasons as to why I play games but the main is that currently its my full time job. Its nice to kick back and relax by playing games after a long busy day. Sometimes it's a great way to let some anger out. Let's say your boss Bob was being a total prick to you at work one day. It would feel really great to knock that smerk off Bobs face. So you jump on UFC and start unloading on him.
I also enjoy the competitive side of gaming. Whether your alone killing people in Call of Duty. Or trying to work together as a 25 man team to down a World of Warcraft boss. It can be stressful trying to nail every mechanic doing a boss fight but when everyone finally does there job right and you see that boss health reach zero everyone is overwhelmed with joy. Because trying to work with 25 strangers is not easy.

RPGs are thrilling because they try to make you feel like you're in the game. I'm sure a lot of people feel like "I wish I was living in that Harry Potter world or Game of Thrones". Our regular lives can sometimes feel boring and it's a nice way to escape.
Sorry if my wording isn't great I'm on my phone but feel free to use my name I don't care.

For me gaming is simply entertainment but in a better way than tv as you are actually controlling the story and another reason i game is for the great storytelling that comes within the games.