The Fey See More Than Us

They understand how their actions will effect the world on a

long-term scale. They can predict the butterfly effect because
they've seen it unfold countless times. Therefore, they may be
unwilling to take an action which would obviously benefit
them short term in favor of waiting for an action that they can
take that would have a greater long term benefit to them.
Similarly, they may be unwilling to help a group of humanoids
if they can foresee their actions having undesirable long term
consequences, though the humanoids may find their logic
baffling. This is a particularly effective way to limit the
amount of influence a player party can demand from a
powerful fey.
We Are Their Entertainment
The fey love seeing drama in the same way that people love
seeing drama on television shows, especially reality TV. Many
fey entertain themselves by influencing events to ruin
weddings, unite lovers, expose spies, or otherwise inject
drama and intrigue into the otherwise rather dull lives of
mortals.
Fey Interactions
There are plenty of interesting ways for the fey to interact
with player characters beyond simple combat.
Theft and Kidnapping
The most classic of all fey interactions is theft and
kidnapping. They love to steal valuables from humanoids,
hiding them in strange places and leaving obscure clues, and
children and beautiful men and women are especially favored
playthings. The easiest way to invest a party in fey
shenanigans is to have an important object or person stolen
by fairies, necessitating that they pursue into fairyland.
Strange Games
The fey love their games, and the rules are always bizarre.
They will play them with mortals whether their playthings are
willing or not.
The Wild Hunt
The wild hunt is a fey tradition as old as the fey themselves.
Typically performed on the night of a full moon, the wild
hunters will ride through the silvery night in pursuit of the
most interesting quarry, often humanoids. The wild hunt
makes for a very compelling pursuit situation, in which the
players must navigate a wilderness setting in search of a
predetermined shelter to stave off the hunters. There are
many options for shelter, such as hallowed ground, the
territory of a rival fey clan, a simple cottage, or even a finish
line or just making it until dawn. Those that survive the hunt
may find themselves rewarded with treasure. Those that fail,
however, are at the capricious mercy of the fey.