I prefer RPGs because of how you can "be anyone", you can roleplay as yourself (well, a HEROIC version of yourself), or form any other interesting character that you want. I am also a sucker for looting, trading, and making the most of encounters and locations, trading and progressing, not just my own levels but also my gear. The growth-process interest me, and also the bigger scope, as RPGs tend to stretch across entire countries or continents, and span across at least a year in-game - or even more. I like the "epicness" of that
Action adventures like GTA are also fun, but to me they come second. Doesn't mean I dislike them, since their strong points are action and combat. Also, by not having to design 10 different spoons, 15 different dinner-plates, slippers and gloves for you to pick up and trade, they can put much more detail into static surroundings. Compare side by side, a game like GTA has a stunning level of detail and variation in something as simple as interior designs, architecture etc, while an RPG is much more forced to just copy-paste buildings and interiors, because they have to allow you to open every door, enter every room, and steal all the cutlery and napkins.