Because speaking English in a world of fantasy with elves and dwarves and shit makes sense right? For more realism, the whole game should be in made up language.
However in most fantasy worlds, there is a common language, generally called "Common" Much the way English is the business language. It is assumed by most people with a thread of imagination and logic that most of what you are reading and hearing is in the common language.
Although i guess if you had a actual imagination and were conversing with an elf, you could just pretend that your speaking Elvish. But i guess your not capable of imagination.