Everybody has different reasons for gaming, mine is the same as my reading a novel or watching a show. I want to be drawn into the story. The thing that makes gaming better then those two other things is that in gaming I get to make the decisions for my character. Have you ever read a book or watched a show and thought to yourself (or maybe out loud) “if that was my character I would do something totally different.” Well in a RPG you can, at least hopefully. If a game doesn’t involve the player characters backgrounds, or have a personal connection, then why shouldn’t I just go read a book? Or play a video game? I need to be invested in a character, to feel his past. I like to think about a characters story after the game has ended.
This is just my opinion mind you. I know other people get other things out of gaming and more power to them. The hobby is made up of many different games, people, and play styles. It comes down to getting what you want out of your downtime.