You can't get a competitive game of single player in a strategy game. At this point, AI can't mimic the ability of a human player (without cheating.) There's no point in playing the single player after the campaign unless you're really, really bad
Numerous things missed though. Yes playing against a human tends to be more challenging without cheating, however against the computer you know what you're getting - you can have a challenging battle without the risk of facing someone who can crush you so comprehensively it robs the game of any fun. You can also set up an easier battle to try out fun combinations that wouldn't work in a fully competitive battle but are still entertaining. You can also save the game, pause it, etc. whenever you want. The AI in some games is also very good, and can give you a competitive battle without needing to cheat. Meanwhile you don't have to worry about rage quits, faulty connections, or the opposite of having someone who can crush you, having someone who doesn't have a clue how to play.
Ultimately though, people play to have fun, and people tend to enjoy winning and not enjoy losing. You can win a far greater proportion of games against the computer than against a person (although on the other hand beating a tougher challenge is more rewarding).
I'm one of those people who has bought demigod+sins and not played online (although in demigods case I probably will when I get round to it, since I liked DotA, assuming the connection issues have been fixed now). I enjoy campaigns much more than multiplayer in the majority of games I buy. That said, I do still play multiplayer in some games, but I tend to avoid it because it usually requires me to spend lots of time getting to know the specific tactics that work well in multiplayer and having to use a few specific styles of play. For example I tend to enjoy a 'turtle' style of play that is fine against the computer but is usually going to be completely destroyed by any semi-competant human player. To play online means I have to play with a different style, which doesn't always make it more entertaining for me.