Aljechin and Capablanca played a lot.
Why did capablanca and Alekhine play so many QGD?

No, there are other openings. It was just in style at the time. For example, playing the Sicilian seems to be in style right now.

Openings go in and out of fashion. D4 had supplanted e4 as most popular as the advantages of positional play became more well known. Probably as a reaction to all the QGD's in their 1927 world championship (28 out of 32 games) the chess world moved on. Still a mainstay of high level chess, just no longer "the" opening.
Why did Capablanca and Alekhine play so many queens gambit declineds? is it that good of an opening compared to others?