Well even given that training itself and everything that goes with it is enjoyable it is the fact that we have a goal we are working towards.
A goal is an objective, a purpose. A goal is more than a dream; it's a dream being acted upon. A goal is more than a hazy "Oh, I wish I could." A goal is a clear "This is what I am working toward." Nothing happens, no forward steps are taken until a goal is established. Without goals people just wander through life, they stumble along never knowing where they are going. No wonder there are so many people who think life is meaningless (besides faiths), too many people have nothing they "live" for.