Some people enjoy the challenge, I guess. If a guy was chasing a girl just for fun, instead of a genuine, serious interest in her, then he probably wouldn't mind if she wasn't so straightforward. And if the girl didn't have any strong interest in being with the guy, then there wouldn't be any problem for her to mess around a little.

Personally, it's not something I'd enjoy doing to a guy. But, y'know, people come in a lot of different flavours. :P