What about video games makes people find them so entertaining

That depends on the game type,
in single player games there is no other human who gets angry or upset from playing a game.

The ability to do things they can not do in real life.

Getting a lot of points to get a highscore and compete with others.

Discovering new places.

Going trough a storyline of a game like a book or movie.

Games getting harder the more the people progress.