I think for every hobby people have various reasons for doing them. For people who are not into that hobby it's hard for them to understand the reason behind it. A perfect example would be my dad who was never into any sports wondering why I would be stupid enough to run for fun. When I was a kid I ran cross country and track and one day he jokingly asked why anybody would do something like that as a hobby.
My other hobby is camping, and one time I was having a conversation with a friend who said he refuses to go camping because he doesn't see the point in making things harder on himself. Some people like easy, they like comfort, the thought of willingly making yourself suffer in any way shape or form is unfathomable.
For me personally, I find the fun in physical challenges. A super hard math problem can be challenging, but I don't find any fun in that. To each their own.