That may be true for some (many? most?) people, I could think of a couple of reasons:
a) Desire to explore nature's imagination instead of that of another human or AI. Perhaps we never hit a limit of computation, but there is an entire expanding, constantly growing in complexity universe out there to understand!
b) Even with artificial penalties, I doubt any virtual world could carry the same perceived risk as going out into the real world and risking getting eaten by a black hole or burned by an exploding supernova (assuming of course, you knew of/could tell the difference).
In the future, I think that even when we end up interacting with the real world we'll have a virtual one mapped over it, ala alternate reality stuff. Check out Rainbows End for what I mean there.
We can't stop interacting with the real world, but I imagine in the future most people wont. Current boredom is a reflection of our current technology and creative state in virtual worlds, not indicative of what the future will hold, it's only going to get better and while nature is amazing is so many ways human imagination trumps it. Whenever we do see something new we take it and add to it.
Human imagination cannot "trump" billions of years of random interaction of an untold amount of matter and the pressures of natural selection on self replicating organisms. The natural world may not have such high a density of activity as any created virtual world, and so it is different, but the universe makes up for its relative homogeneity by being big. Very, very big. So big that we can do no more than helplessly invent the exponent to help us cope with the size of it all.
Until we have the computational ability to simulate all possible permutations of the universe there will always be much to explore because no matter what technology you create, its own creativity is bound by the culture which gave birth to it. If intelligent life and advanced civilizations are even remotely likely, there will be many different forms of imaginations and virtual worlds created around the universe, each born of a distinctly different culture or artificial intelligence shaped by a distinctly different history (unless there is a global optimum towards which all greater intelligences converge on, essentially a global optimum for natural selection).
If you were born on earth and learned an earth language as your first, how do you come up with a language that is entirely uninfluenced by the culture you grew up in, a brand new protolanguage? How do you even confirm that anything you created is so new that it stands entirely outside of your culture's previous ingrained assumptions and interpretation of reality? If your imagination (and thus the collective imagination of the civilization) is bounded, as it is by language, your education, etc., how do you know it can ever "trump" everything this big, big universe has to offer?
a) Desire to explore nature's imagination instead of that of another human or AI. Perhaps we never hit a limit of computation, but there is an entire expanding, constantly growing in complexity universe out there to understand!
b) Even with artificial penalties, I doubt any virtual world could carry the same perceived risk as going out into the real world and risking getting eaten by a black hole or burned by an exploding supernova (assuming of course, you knew of/could tell the difference).