It's just that you use the -ने form of a verb for phrases like "come to verb" or "go to verb".
I'm going (somewhere) to eat. - मैं खाने जा रहा हूँ।
They come here to play. - वे यहाँ खेलने आते हैं।
I am not sure why this is so. Maybe the phrases used to have a postposition that fell out of use.