Thrill of the chase....I dunno! For fun. It must get boring in those little glass houses. And I don't even think they are chasing them, just swimming in the same direction because a fishes memory only lasts 2 seconds or so!
If there is a big difference in size between the chaser and the chasee (yes, it is a made-up word), the big one is no doubt hungry and want to have the little one for dinner. Goldfish are carps and will even eat their own young when they hatch from the eggs.