The experience of play changes the connections of the neurons at the front end of your brain, which are a major part of the executive control system of your brain. And without play experience, those neurons aren't changed.
In freely chosen play, whether it's rough-and-tumble play or two kids deciding to build a sand castle together, the kids themselves have to negotiate, well, what are we going to do in this game? What are the rules we are going to follow? And what am I going to do if my friend is now cheating on the rules that we agreed to?
Sergio Pellis on the way changes and builds the brain in a short NPR Ed piece on how play builds better brains.
I was also interested to find out that play among cats isn't about learning to hunt. Cats that were deprived of play can still kill a mouse. While play seems to be a part of the most primitive part of our brain, Jaak Panksepp believes that play is essential in the development social skill.