For me I think it's because I can play with actual people and my game never ends, it isn't like a FPS match which ends in 15 minutes, you can play for forever.
Mmo's aren't addicting. RPG's are. It's because you role play, you are your own person in the game, you can do whatever you wish, choose what you want to do. And the variety of things you can do are endless. This is why Rpg's are so addicting.