Let's take a brief look at this from an evolutionary stand point. If you've watched birds for any length of time, you've noticed them doing something playful. Some gulls will play catch with themselves, perhaps practicing their ability to hunt clams or steal them from their neighbors. When you look at smarter birds like crows or ravens, you'll find they go sledding.
If we move up to mammals you'll find otters that juggle...
and Dolphins have an equivalent of devil sticks (or competitive vaping, if you suck)
It seems the smarter the animal, the more complex the game. Humans are no exception - as we age our play seems to get more complex. The otter juggling? Looks a lot like a baby playing with rattles doesn't it? Dogs wrestling? 4-9 year old kids. Dolphins blowing bubble rings? Teens to twenty year old kids.
But we don't just play as humans. We develop structured play. Games. Why? Well, I wasn't able to find a study on this, but I think most humans need rules in general. For some, it keeps us safe. For others, it lets us know when we have crossed into unacceptable behavior. For others, it allows us to manipulate others. So, as humans are working our way up the complexity of natural play, we begin to introduced games. It starts simple. Candyland and Shoots and Latters as kids are migrating between otter and dog phases. It gets a little more complicated, Boggle and Sorry for the dog phase of play, maybe some introductions to complicated games like risk and monopoly. We also show them physical games, baseball, football, soccer, rugby. An acceptable outlet for that aggressive play they want to engage in. This is where a lot of people stop developing play. Some go on to devil sticks, magic the gathering, and Pokemon, and then stop.
But some of us go further. We see the strategy of chess and crave deeper systems. We love the allegories in Monopoly, but want a more realistic representation of reality. We see the way Mario or Link encourage us to explore a world and we want new worlds, closer to the ones we're trying to make for ourselves. Some of us just like to keep our hands busy and have an activity to occupy lulls in conversation with company.
So, let's consider the last 100 or so years of adult pastimes. Your grandparents and great grandparents probably played Euchre, Gin Rummy, Hearts, Spades, or Poker to entertain company. Many people still do today. Your Grandparents and parents probably watched sports on tv, maybe bet a little on who was going to win. Many people still do today. People in their upper thirties to mid twenties? We played Mortal Kombat, Mario Kart, Golden Eye, Tekken, Smash Bros, in our dorms, and many of us brought it with to our living rooms. Then there are people across the generations who have been apart of the niche tabletop scene that has been brewing since the 60s.
(Clearly, humans have been making games for as long as there have been humans. But starting with David Wesely's Braunstein miniature war game in 1967 we have had a Renaissance of new niche games. Braunstein quickly turned into Dungeons and Dragons, which inspired virtually everything that came since - not counting Europe's near simultaneous boom in resource management games.)
So why do I, personally, crave games so much? Part of it is escapism, sure. But most of it? It's exploration. I get to learn systems and think about the interaction of objects and events in different ways. I get to see the world through someone else's lens. Games tell you something intimate about how the creator(s) see people. They are sharing something artistic that is meant to engage your emotions and imagination that non-interactive art cannot do. A great game will take show you loss, gains, hope, despair, and triumph. It will leave you with a sense of accomplishment. Over the course of hours it will give you a gamut of emotions that may take months or years to experience in normal life.
That doesn't touch on the social aspect at all. There are people I know of. I say "hi" when I pass them in the hall at work, or when I bump in to them at the mailbox. Then there are people I know. Maybe I played poker with them at an office party. Maybe we vent about work over a game of Battlefield. Maybe I met them playing a phone game. Maybe I fell in love with their laugh while playing Elder Sign. Maybe I spent hundreds of hours bullshitting and camping named monsters with them in Final Fantasy XI. The time I spend with people playing games is the time I spend building relationships. Everyone else is just occupying the same space at the same time.