Many reasons.
When I was a young man, I discovered fantasy books when I was in something of a dark place in my life. The works of Babara Hambly, Melanie Rawn, Anne McCaffrey, Tad Williams, David Eddings, and Robert Jordan changed my life. Part of why I write is because I want to be part of that, and I wanted to learn to give stories like those to others.
Part of it is because I just can’t get these stories out of my head until I write them down. I might go mad otherwise.
Part of it is because if I don’t write, I’d have to get a real job, like become an insurance salesman or something. (No offense to insurance salesmen.) I see this phantom cubical behind me over my shoulder, chasing me with the dire threat of a 9-5 job. And then I get back to work.