It's instant gratification, your always in good company and at the end of the day fun is had.
I know a lot of people like the fellowship you get with wargaming with other gamers, and I agree. For me it's a time thing, my timing doesn't coincide with other people's schedule. And I also find that the older I get the less I need to interact with my fellow human beings. I get to interact with people at my job and quite frankly more human interaction is the last thing in the world that I need. I consider my free time as a decompression chamber from people.
Now I'm not a complete hermit, I have a family and I love going out and doing things with them. But I definitely enjoy time alone gaming or reading or watching a movie.
Jay over at Solo Wargaming posted this funny but true article on the subject. Enjoy!