Well, one reason is because they are computer characters, thus they were programmed that way. But your question goes beyond that.
Obviously, the benefits of going second outweighs going first, or does development really mean so much?
This will depend on the type of deck and strategy you play.
But generally speaking, many decks (specially control or combo decks) prefer to go first, as this gives them a head start in development, as you pointed out. In the current format this is perhaps more favorable compared to one extra card or attacking first turn.
Now days one card is not as big a difference as some years ago; it is now not so greater advantage, as many cards now have abilities to search or special summon.
Also, following a greedy strategy by attacking on first turn may not be such a good idea (by that I mean go all in, not greed as in avarice). As your opponent had lead in development surely some nasty traps or effects await you, thus attacking first is also not such a great advantage anymore.
Another aspect is that some decks "need" to go second/first, as per an intrinsic or key part of their strategy. Say you play a Lava Golem deck, you will need a monster on your Opp side to play your Lava Golem, so going first may not be such a great idea. Or say you play some control deck, or play with Traptrix. In that case you surely want to start to lay out your traps and control mechanisms ASAP.
So, to sum it up: in the current format starting with one card or attacking first is less advantageous than before (now many cards search from deck or special summon), except for those decks whose strategy requires or benefits from going second.