It's vitally important for the villain to inform the heroes when they've fallen into his trap. Otherwise how will they know that the villain has outsmarted them?

The better class of villains do this by leaving a note or a recording, but the most gloating-addicted villains want to do it in person.

Transcript

GM: There's a buzz on the inter... thing.
C-3PO: I answer it.
R2-D2: It's probably spam.
Gonzo: {on view screen, dressed like Darth Vader} Ha-ha!
Luke: Is that... a clone of Vader??
Gonzo: I have captured Chewbacca on Kashyyyk. And now you've fallen into my trap! Muahahah!
C-3PO: Why would you alert us to the fact that we've fallen into your trap?
{beat}
Gonzo: Because you have!! Muahahah!
R2-D2: Haha, get it?
Luke: Get what?
R2-D2: Spam.
{beat}
R2-D2: It's a pig pun.
C-3PO: A real spiced pig pun.