Alkanes are already bonded strongly, while alkenes and alkynes have weak π-bonds. They want to undergo addition reactions to turn π-bonds to stronger σ's and become more stable.
Explanation:Alkenes and alkynes are unsaturated - they have π-bonds, so don't have the full number of hydrogen that they could have.
This means that they are more unstable than alkanes, since π-bonds aren't as strong as σ-bonds. The alkenes and alkynes want to form more σ-bonds and have a structure more like an alkane, so they undergo addition reactions.
Addition reactions are where more atoms are added to the molecule, not swapped or taken away. This means that the π-bonds have to be taken away and used as σ-bonds with the new atoms, rather than the σ-bonds already there being reattached - it's easier to break π than σ.
Alkanes do not undergo this reaction because they already only have single σ-bonds, and so they cannot become more stable or stronger structurally - they are already at the peak, and so can only swap things around in substitution reactions.