Several years ago I was in China visiting a less well known part of the Great Wall. This particular section snakes along a knife-edge ridge, high above a large lake below. Really quite amazing. One of the other people in our group and I decided we'd take a shortcut by climbing up the face to the top of this ridge, as opposed to walking the footpath.
About 1/3 of the way up, the other guy exceeded his comfort level and decided to downclimb and go back to the footpath. While not entirely comfortable with the my own situation, I determined it was better, safer, whatever... to keep going than to downclimb. A little higher up, the realization sunk in that one bad choice on my part at this point would mean certain death.
As incredibly irresponsible as it was (on various levels) - I vividly recall the feeling when I finally did top out. It was the most "alive" I had felt in 5 years. Everyone here knows the sensation I'm talking about. It was a wake up call for me that I wanted more of that. I decided then and there that I WANTED to be an andrenaline junkie.
But, things happen. I now have a responsibility towards the well being of others, so I content myself with smaller doses of adrenaline - i.e. more calculated and more mitigated risks. So while I wouldn't presume to know why others climb, for me it is an opportunity to enjoy the beauty of the mountains, breath some fresh air, get out of the office, avoid yardwork, and yeah... get a little dose of adrenaline.