I've seen a few blog posts discussing the fact that if you give players a degenerate way to win, it is very difficult in our human psychology to deliberately choose a different, more difficult way to win. I'm not sure I've seen the perfect explanation of why, which is probably not something that would be easy to produce and prove anyhow, but I would observe in general that it's hard to believe natural selection would ever select for critters who deliberately do things the harder way when they know there's an easier one, since it's going to be hard to outcompete the ones doing it the easier way. To the extent that we still sometimes succeed at that, I think it needs to be seen as swimming psychologically upstream, not something game designers should be counting their player base to do.
I'm not convinced this behavior is universal. For instance, I don't see many people cheating when playing solitaire or shooting hoops. Certainly some do, but it seems like video games might encourage this behavior more than other forms of 'single-player' games. I don't know why that might be the case though.
I think 'single player' obscures a bit in this case. Hoops and solitaire are single player and the perceived opponent is you. You can fiddle with the rules to make it harder or easier for yourself but generally there's not much point 'cheating' yourself. In something like an FPS the perceived opponent is the horde of zombies on screen. Doing whatever it takes within the game mechanics to beat the opponent is still ok; taking advantage of the rules is still 'fair'. Most people don't cheat such single player games by installing trainers or enabling god mode, even though these options are readily available - that would be cheating against yourself.