Eating when we're not hungry implies that something other than hunger is being soothed by eating.
In general, our bodies are designed to find food pleasurable. We have a powerful system that communicates flavor and texture to the brain. Further, a full stomach creates a feeling of contentedness.
When the body knows that it does not need food, the level of satisfaction gained from eating lessens. Normally, that's how we know when to stop eating. But sometimes we eat even when the body knows it doesn't need food. In these cases, we may be looking for food to provide something other than a sensual treat or a feeling of physical fullness or contentedness. Boredom is one emotion that creates such a desire: When we feel bored, we often find that food is more entertaining than what we were doing before.
Since food acts chemically on the brain to produce a sense of well-being (like a recreational drug in some ways), eating can change how we perceive the world regardless of hunger level. Also, eating is predictable and relatively inexpensive.
In short, eating is a quick and available way to modify how we feel, and therefore to deal with our emotions.

