Because they're horny? Because they're friends and part of that friendship is taking care of each other's sexual needs? To deal with loneliness? Because they want to find someone to fall in love with (or at least someone who really likes them)?
For a good example of friends with benefits in gaming, check out the character of Katy Garraty in Tales From the 13th Precinct (available at DriveThruRPG. com). Katy is secretly a Princess (a "magical girl" like in anime), but in her mortal identity as an overworked public defender she has a guy best friend who she occasionally calls to come over and take care of her sexual needs after a long day at work.