That's an easy one, right? Of course I do it because it's fun. It almost goes without saying. People play games... because they are fun. I am no different in that regard, though my uses and gratifications may not be exactly the same as another person. In board games, I like to execute interesting strategies. In roleplaying games, I like make interesting characters and see their stories unfold when put in interesting situations. These things are fun to me. It's also fun to see other people do these things, too. Winning is fun, too, but honestly, I'd rather lose by a small margin than win by a huge one. Why? Because that usually is not fun, even for good sports. And I have the most fun when others are having fun, too.
Unless you play solitaire games exclusively, gaming is a social activity. Whether just playing something with my wife, or my kids or friends, I appreciate having a fun activity in which to participate. I am a social creature and games allow you to interact with anothers on a different level. My wife and I often have great conversations over a game. When meeting new people, I find a game can be a good icebreaker. Many of my friends I actually met because we gamed together... my wife included!