I certainly do understand why someone would not want to do this. I myself prefer to play my single-player games mainly by myself. But I think it can be fun, at the right time, with the right person, to share the experience.
I use Skype to "play with" another person from these forums, Pseron Wyrd. We live on opposite coasts of the US and we schedule times to play and share our experiences via instant messaging. Both of us have set up old second computers next to our gaming computers. We use these second computers to send instant messages to each other all day (Pseron calls it our "hot line"). And it seemed natural to use this always-on connection when we game as well. We do the same quests or clear out the same dungeons and message each other back and forth about our experiences.
We don't do this when we are doing serious gaming. It's just something we do only now and then, for fun. And it is fun, at least to me. It is sometimes nice to be able to share the gaming experience with a close friend. I like that feeling. We don't get to see each other in person very often. We share a common love of the Elder Scrolls so it seems natural to us to message each other while we are actually playing an Elder Scrolls game. We do this on Saturday nights, usually. The rest of the week is reserved for serious gaming.