James Maliszewski managed to nail it down very good in this post why we might put ourselves in the GM seat over and over again, even though it's hard work. Surprise, eh?
That reminded me of one of my first rpg sessions. My GM had to take a break, since his parents called him downstairs for dinner, and I was left gazing at the small booklet that was my new world. I was so amazed that in that small 48 page or 32 page booklet lay a whole world to be explored. The lure to find out, to be surprised, was so strong that I got stuck for life in this hobby. That is wonder.