Fey are a more "natural" choice for PCs than the standard player races.
What do pcs in a game called Dungeons and Dragons do?
What do players often end up asking Gm's in the 4th or 5th week of the adventure?
"Why are we in this Dungeon again? What was it that we needed in the Dragon's hoard? Oh, right!, the princess....no, that was last month...."
PC's are usually doing things for reasons that would never satisfy sane people. So you might as well play a bored immortal stealing prettys from the big lizard just for kicks.
I'm 6 inches tall, have 5 hp, carry weapons that do 1 point only on a crit, and I'm more ancient than the dragon, that whippersnapper....
Ever watch Dr. Who? That character is a fey. At the same time childlike and ancient, always and never with a real plan, wondering though adventures by accident, taking companions that interest him, usually with no effective means of attack or defense other than quick wit and abilities no one knows to expect. He helps people because it is in his nature, but he adventures because if he didn't he would go insane with boredom.