WoW players have to find the last piece of that epic armor set, why Borderlands fiends constantly quest for a better gun? The answer, according to website pscychologyofgames.com, is all in the brain's neurotransmitters, specifically dopamine neurons. Put simply, dopamine neurons monitor dopamine, a chemical that accompanies good or pleasurable things -- like, say, finding some rare loot in Diablo. Dopamine neurons subsequently try to predict when good things will happen in the future.
The site further notes that dopamine neurons "really go nuts when an unexpected, unpredicted gush of dopamine shows up, giving you an even bigger rush." In other words, unexpectedly stumbling on that rare item brings even more pleasure and causes the brain to want to repeat the process. To put it even more simply, the site states that the reaction is similar to the one many people get when playing a slot machine. Winning is entirely random, but that doesn't stop the brain from trying to figure out a pattern.
Just be glad you're not popping a quarter into the disc drive every time there's a loot drop. Not yet, at least.