Why do we play chess?
Because, our losses constantly remind us of our lack of knowledge about the game, and this then causes us pain or at least curiosity - and so we come back to the game again and again to learn more. And of course, the more we learn, the more we know how ignorant we truly are, and so the cycle of knowledge, knowledge-gaps, pain, curiosity, learning, knowledge!, knowledge gaps repeats and repeats.
But when answering the question "Why do I play chess?" I am more likely to formulate some watered down version of Hans Ree's explanation: "Chess is beautiful enough to waste your life for!"
Life is full of questions and attempts at answers and then more questions. But only one more for this post. Why do you play chess?