Mostly because I can. Playing games is like being an actor - it's still me but I have a role to play. Sometimes I want to play the hero, sometimes I get offered a cool antagonist gig.
I draw the line at borderline psychopatic murder-hobo types of evil, but being on the lawful side of evil? Sure, why not - I can play a callous, selfish, power-hungry role.
I think it boils down to this - if you feel like you cannot separate yourself from the character you play it's normal you won't play an evil character and have a harder time understanding why people would want to try.
And I'm sure there are those that don't connect to their game avatar at all and go in just to cause chaos and mayhem :P
