-Some people like to think for recreation
-Some people want to do anything but think for recreation
Board games (well, the good ones at least) are a way of engaging one's imagination in a creative way - but you have to meet the hobby half way. Most board games require some level of mental engagement and it is precisely that requirement that turns some people on and some people off. Sure, there are varying weights of board games - some very light and some very heavy - but usually they require some mental energy.
Also, there is the realism factor that must be considered: meaning that some people are unwilling to use their imagination or at least don't really derive satisfaction from doing so to the extent that a board game really requires. Here's what I mean:
Let's say a person reads a book like, oh, Harry Potter. Now, the enjoyment of that book depends on the reader's ability to pretend that, for a while, there are some characters named Harry, Ron, etc. and that these characters are wizards - which means that you have to pretend that wizards exist as well - and so on and so forth for the story to be any good to you.
Some people are so unable or unwilling to use their imagination that they get stuck right up front: "Well, since there are no such things as wizards, this is just a 'stupid' story." The same person would read a book like Lord of the Rings and, rather than focusing on the emotions of the characters or on the conflicts of the plot, they stay hung up at the beginning on basic premises such as "elves do not exist so, therefore, this is a 'stupid' story." It may sound ridiculous but it's the truth. A person's ability to imagine and envision things that are not immediately within their personal realm of experience is directly proportional to their ability to appreciate and enjoy genres of literature such as science fiction, fantasy, and the like.
You could tell a story of two lovers who are not able to be together and yet want to be (a very typical romance story) and do so twice in exactly the same manner but with one difference between the two tellings: in one story the lovers are elves and in the other they are ordinary people. The person who gets stuck on things like "elves do not exist" will hear both stories and would most likely say that the one with the elves in it is ridiculous and the other is not even though the plot would be exactly the same. Why the difference? Because there are no elves in the second story. This is what I'm getting at. Some people can't use their imagination in a way that they find satisfying outside of anything other than within the scope of their immediate, personal experience.
So it is with board games - some people enjoy using their imagination to envision themselves and the other players as master builders competing for the honor of best builder in the land and some people will just see pieces on a board much like a person would look at an assortment of knick knacks on the top of their dresser - lacking in any sort of significance.
Granted, a person can go overboard with their imagination such that they aren't keeping their feet on the ground. However, good lighthearted fun via recreational thinking is one of the main sources of appeal for the hobby board game player.