This is where emergent behaviors within a game's world building becomes very interesting. Perhaps asking the right questions leads to a quest line not previously discovered or triggers social actions in support of/against the player.

Not every NPC would have something deeper to offer, much like not everyone in our world would have something that would pique my interest (in a general sense -- I'm sure I could learn something from anyone I spoke with), but it would also make me interested in conversations with NPCs at a deeper level than I currently engage with.