Simple: They're fun, they're challenging, they make me think, they require effort. And in some cases, they let me compete against friends or others.
BUT: I make sure that things STAY this way. I look at so many gamers these days, and they never stray from the usual AAA games or big popular things or whatever, and.... they often just dont seem to be having much fun anymore. Alot of games have become less about fun, challenge, or anything resembling depth, and instead all about slogging your way from one story element to the next, or maybe grinding stuff (UGH), or whatever. That, instead of fun, becomes the ENTIRE reason. The moment that started happening to me, I stopped, and shifted focus. I now actively AVOID games like that, and instead.... focus ONLY on games that actually will give me those things I"m after. If I'm not having a good time THE ENTIRE TIME, what's the point? Alot of games force you to slog through like, 3 hours of dullness in order to get to the next "interesting part" that's just like, a couple of cutscenes. And then players wonder why they're getting less and less interested or compelled to finish the game.
By doing these things, gaming continues to serve a good, positive purpose for me. It has even led into a couple of actual development contracts; I am currently in one of those, and it's bloody fascinating.
That could be part of it though, honestly, for those that find themselves losing interest. It might be time to try something new, and see how that affects you. Maybe then, they wont JUST be a depression tool or escape thing, but.... something that, instead, brings you genuine fun. And that, to me, sounds like a much better reason to play.