I've asked the same question several times, specially after painful defeats. I've always ended up continuing playing, so there must be a good explanation. Chess is complex enough in order to put us in a single-minded immersion, also called "the flow" or "in the zone" mental state. This state is an operation in which a person performs an activity in a full involvement mode. A lot of games are simpler, thus not requiring such high levels of concentration. That might explain why you don't get so addicted to those. Anyway, Chess is not the only game or thing to do in order to be fully focused; you can also be in the flow playing an instrument, reading a good book, meditating, playing some engaging sport, playing a video game, working on something important, basically anything that makes you forget about everything else. I've read a lot about the importance of being in this mental state. Enhancing the time spent in flow makes our lives more happy and successful and produces intense feelings of enjoyment. So yes, being victorious through flow is ultimately what hooks you up to the game. 
On the other hand, being defeated a lot while being in the flow is what makes your ego in charge of your free time, namely studying Chess 
, and you must take care, otherwise it might take over a litle too much of your life.
Why we love this game? Why only this?
We can choose other games but why only we play this?
Gentlemen & Ladies plz comment