Which is a better method of getting with someone? Just going in for it or letting the tension build and having them wonder what you actually think of them? The latter doesn't sound very enticing but it seems to be an effective method of seduction for most people.
Guys tend to be pretty simple. As a male I know this to be true. We like to think that we're always in control, that we're impossible to manipulate but unfortunately it's not really true. In reality denying us actually does keep us interested because we instinctively love a challenge.
The Chase plays up to our masculinity. We're competitive by nature and when a girl gives us a little then pulls away it plays with us. It's some kind of sick mind game that absolutely works unfortunately. Personally I get bored really easily, most likely due to some underlying medical issue my parents never checked out, and completely lose focus on it. Actually it never really occurred to me to be nonchalant until now...
Anyway it makes them want you. It puts you firmly in their head and makes them work to get you. It mostly seems to be a thing that women do. I don't know of any men that push women away when they're getting close just for the purpose of keeping them interested. That's because men have a different game. Men try playing it cool. Even though they're freaking out internally they still take their time replying, not giving it away too much that they're into you and acting like it's no big deal. So making them work for it while they pretend like they're not that bothered.
The thing is that it works for both people. For whatever reason it's more fun to play these games than to be direct with each other. There's no mystery or messed up feelings like that though. Everyone gets played with while simultaneously thinking that they're the one in control. It's messed up and even a little beautiful when you think about it.
Video: Do Men REALLY Like "The Chase"? (According To Guys)