They like to go out and play. There are three main reasons why cats like to go out and play:
1. Bored. Cats stay at home all day, watching the animals outside roam freely. Cats will have a strong curiosity and want to go out and see. So cats always run out because they are bored and want to go out and wander around and play.
2. Wanting to go out and find companions. Some cats will make some friends. When their friends come to play with them every day, the cat will also want to go out. So, cats always like to go out "wild" because they want to play with their friends. Some cats will come back after they've played enough, but some may get so excited that they don't recognize the way home and disappear from then on.
3. Heat cycle. Cats have two heat cycles a year. Cats in heat experience a lot of pain and always want to run away. So the more a cat is in heat, the more it loves to go out and explore, because it actually wants to find a mate. 
Things to note when taking your cat out:
1. Use a cat carrier or airline crate to carry your cat.
2. Be careful when opening cat carriers or airline crates to prevent your cat from running away.
3. Owners should constantly soothe their cats' emotions.
