He is rediscovering his own nature and experiencing is from a different perspective. As to why- I don't know. There may be a desire element- depends which school of thought you ask.
A rather twisted and sad existence from my perspective. Either it is a machine that can't help but do what it does, or it can only derive satisfaction from inflicting suffering upon itself.
Here is the best understanding I've heard.
The universe is all a great thought-form of Brahman. As Krishna says in the Gita: I separated Myself from Myself and became all this. In the end He will return Himself to Himself. Why? It is an emanation of Brahman's creative aspect. This is all a divine Sport/Drama/Play of the Lord. It is a drama with a happy ending for all, return to the Oneness by realizing we always were the Oneness. There are no good dramas without struggles in the middle.