For reasons still undetermined, many animals seem to enjoy wheel-running, even when they have wide-open spaces in which to run. Animal behaviorists have place running wheels out in wilderness areas, with monitoring cameras. A good number of wild animals will run on the wheel, without any additional incentives. It seems they just like it.
The PETA crowd has long claimed that rodents running on wheels was a sign of psychotic behavior caused by being in captivity. That turned out to be a a load of codswallop. What a surprise.