Life doesn't happen in chapters — at least, not regular ones. Nor do movies. Homer didn't write in chapters. I can see what their purpose is in children's books ("I'll read to the end of the chapter, and then you must go to sleep") but I'm blessed if I know what function they serve in books for adults.

On the lack of chapters in Discworld books, in an interview by Gavin J. Grant at Booksource.com (2008)