It's a fun way to ignore real life concerns and stressors. The reason I like roleplaying is the same reason I like reading a good book or watching a good movie. Immersing yourself in an alternate reality where you're either put in the shoes of or watch the exploits of a fictional character with their own thoughts, personality, dreams, and desires apart from your own is just fun. You can experience exciting adventures in a virtual setting where your own decisions actually have a lasting effect on the other characters around 'you'.
Roleplaying is a lot like writing your own unbound book. With your character being your story's protagonist.