Why do men play with themselves so much?

It's not about playing with himself, it's just a 'comfort zone'. It's a long-standing tradition passed down from the great Al Bundy himself.

I do and my frends and my gf puts her hands on her privates

Because they can

its not just men who do this, i sometimes fall asleep with my hand on my breast and the other down there. i even wake up with my hands all over myself. i dont know whether this would have anything to do with how high your sex drive is but mine is pretty high and men's sex drives are generally pretty high.

It's considered normal behavior by the National Organization of Men Against Amazonian Masterhood (NO MA'AM).