To take them to a magical place. To set them in the past. To set them in the future. To take them to alternate worlds. To bring them back to reality.
Music instantly adds definitions and associations beyond what the visuals can do.
Games are interactive. This means a player has control over the game in some way and the game asks the player to interact in some way. This control and interaction are the basis for how a game becomes immersive and entertaining. The quality of control and interaction are the basis of successful games. Therefore, it is natural to want to mix the immersive quality of control and interaction in computer games with the immersive qualities of music.