Benefits of playing games:

• Improved hand-eye coordination
• Strategic puzzle solving skills
• Decreased stress level
• By far, more mentally engaging than television or movies, which are passive entertainment
• introspection in choice-morality games
• by Playing Like a Designer you can learn how to use gamelike elements in non-game environments (like the classroom) to make them more fun

See also: http://www.tastyhuman.com/10-benefits-of-playing-video-games/

Role-playing games can also have some of the same benefits (albeit much less salient) as improv theater and rejection therapy. Which is more fun, getting rejected by a dozen people you don't know to have a conversation, or having your level eight human rogue get rejected a dozen times in a bar?

For all of the above, however, YMMV.