I subscribed to Xbox Live and feel what it was a mistake. The reason is because the games on Xbox are mostly repetitive and eventually the replay value goes away. And it is hard to find players on many of the Live games. However, for a MMORPG such as EQ or DAoC, I can see why people pay fees for those. I don't personally do it because I dislike subscription services for the reason it erodes wealth and most people have too much debt. But, those games are like living, breathing worlds. You can do a hell of a lot more in DAoC or AC2 or EQ than you can in MechAssault, for example. You establish a guild (club), customize your character, have a very large and changing world, and make lasting friendships with the people online.
There is a very social aspect to MMORPG's, whereas you rarely make any in shorter games like MechAssault, WCIII, or other short, episodic online games. I guess I figured that is why WCIII does not charge for online play and MMORPG's do, because the lasting friends you make and characters you become in them. Further, for the time you spend playing these games, it is cheaper than going to the movies, going to sporting events or concerts, or taking a pottery class. So for many people, obviously seeing the amount of people playing them, MMORPG's have lasting value.