It's not just the combat aspect. Exploration is an excellent example:Part of the disconnect is that for some reason when people think dungeon they for some reason think lots of combat (like it's Diablo or something). A dungeon with lots of combat is a dungeon littered with the corpses of PCs. That isn't to say there isn't combat in dungeons, but there's a lot more to dungeons than strings of fights.
How in the world can board or video games "better" do exploration, puzzles, traps and all those other things. Board games and video games are inherently limited. RPGs are not.
Have you played Gothic, Oblivion, or any MMORPG? Having a cool, realistic-looking 3D environment to immerse in is absolutely great. It's not an area where pen & paper rpgs can hope to compete.
Games like Prince of Persia or Tomb Raider include some really clever puzzle rooms and traps.
Where video games tend to fall flat is interacting with npcs. Though I've played in some MUDs where even that was great (since the npcs would be played by one of the 'wizards', i.e. the guys running the MUD).
Board games aren't as sexy as video games, but have one important aspect in common with rpgs: Meeting with your friends face-to-face to play a game is a social event. That's better than what MMORPGs can deliver.
It's also why I'm looking forward to the Ravenloft board-game: It promises to be an old-school dungeon exploration without the baggage.
Thinking some more about this: Isn't this also what D&D Encounters is supposed to deliver? Short & fun, with minimal prep time, making and meeting friends regularly?