There are many reasons
I believe there are many physiological articles are written in this regard. I'm not a specialist but if we are talking about 1 to 1 relationship then the most obvious reasons could be - the necessity of the domination or protection if it is 1 to many relationship then it is most likely to be - simple experimentation and curiosity or self-expression as a conqueror. In any case the relationships could be long or recurring and could lead to a certain state of emotional connection. Let's also mention the simplest reason - we are all some sort of animals, we all have conscious or sub-conscious desire, for a small exception of pathological cases. Once in a while we just must be with somebody else.