This is great. We have some sadists, some egomaniacs, some Napoleon complexes.... Ahh, who am I kidding, that's all of us to some extent.
So why do I play? Many of you have hit on my reasons as well:
I love the simple complexity of the game -- allow me to explain -- the rules are incredibly simply and easy to learn. The starting position for each country never change. And yet, every gave develops into something completely unique and unpredictable after iteration and iteration of different choices by each party.
I greatly enjoy that it is not a game of luck. Sure, luck factors in, if all your neighbors gun for you at the beginning, that is unlucky and will likely spell your doom. But there are no dice rolls or twists of fate defined by anything but player choices.
When playing press games, I enjoy the building of relationships, and the thrill when you can see the game bent to your will (especially when you've only just pushed things here and there in subtle ways).
In gunboat games, I love the multiple layers of depth in the decision-making. You never have enough units to do everything you want to do, so it becomes this rock-paper-scissors match of sorts: "If he does this set of moves, X, then my move Y will totally destroy him. But he does move Z instead, then move Y will completely fail." So then, you ask yourself, what do I think my opponent will do? What do I think he will think I will do? What do I think he will think I will think he will do? Will that change his actions? Should I change mine? And so on and so on!
At the end of the day, its just a brilliant game full of psychology and social interaction. I love strategy games, and I have yet to find anything else quite like it.