The experience...like paying $60 US and seeing a REALLY LONG movie - and being a part of the storyline. Smiling at the fun parts and <sometimes> crying at the sad parts in the character's lives. Relating to some of the storyline from your own life. These I feel are the core of RPG's anyway.
FF just goes the extra mile. And there are no traffic jams on the extra mile.
The anticipation I have when starting up a new FF for the first time and that excitement I feel when I really, really start to get into the game and think, wow, this game is really cool/fun.