I don't think playing a game more than once is any stranger than watching a movie more than once, or reading the same book again.
Granted, with most adventure games, it's all about exploration and once you solve the puzzles, much of the incentive to play is gone. That is, unless you have a powerful story behind the whole thing that you might enjoy reliving more than once. Some of the better games give you different paths you can explore, with different endings, such as King's Quest VI.
There aren't too many adventure games coming out these days that have compelling reasons to play them again, unfortunately.
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