Many reasons, I don't want to repeat too many things that have already been said.
I like to dissect games/organize aspects of the game/learn/obsess/master:
I cheat for the sake of cheating, because I can. It's fascinating what you can do with some cheats. You can even find cheat-induced glitches. But I know not to keep the effect of cheats in my actual gameplay because it will destroy all the fun the game itself provides.
Or you can cheat at flash games to skip the BS and get to the goodies, I once tried to write a flash player controller program for games that have the click menu disabled... feels great to outsmart game creators.
I sometimes like to be a master at a game (partially or completely), the more I know about it the better. It can turn into a special interest and I will read stuff about it until I burn out and stop caring. Getting into the flow state from playing a game like a master is awesome too.
One game I used to obsess about was "Hotel Dusk", I played it through countless times.
It's basically a novel where you have to walk around and progress in the story.
I memorized the story, character dialogue, internalized the characters' personalities, made a free website about it in an online chat for kids back in the day, played it through in three different languages, tried all kinds of different possibilities with the puzzles and got different endings, noticed differences in the gameplay each time, clicked on everything, thought about it all the time, learned some "socializing" that way (lol), read walkthroughs even though I had completed the game probably more times than anyone else on the planet, listened to the music on the Internet for hours, etc...
But sometimes I just want to play a game for kicks.
At the moment I don't play games at all. Don't feel like it.