LogFAQs > #952796721

They've introduced lore over the years that explains it away. Basically humans and Pokemon share a common ancestor so they both feel a natural inclination to bond with each other (yeah it's stupid). Pokemon want to get captured because they get stronger by fighting and leveling up and wild pokemon are said to be jealous of captured ones. It's childish but so is the entire game.

Doesn't really explain the hundreds of pokemon that have been sitting in my pc boxes for decades though. Still waiting for the lore that makes you feel better about that

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I should go.