People cheat at games because games invoke some fundamental response that's hard wired in us that drives us to achieve goals, win, out-compete, etc. and as they say all is fair in love and war.

People say they "play for fun", but something is not just inherently fun, it's fun for a reason. That might vary from person to person, but you would always find some victory condition, goal, or competitive behavior in there. Even the people complaining in this thread that people are not playing for fun - if they were "playing for fun" as they put it and winning did not matter, then why would it matter that other people are cheating? Shouldn't they just be playing for fun? No, the reality is if you have no chance to ever win or achieve anything, it's not fun for anybody.

So the better question is why don't you just find it fun to test your skill against others? And some people certainly do and get little satisfaction winning games dishonestly, but there is some drive to just win in all of us. In evolutionary terms, practicing and persisting and honing skill would have been extremely valuable. So would deceiving and cheating and playing unfairly to win so it's in all of us to some degree.