I think people don't realize the happiness and emotional reward that comes with acting on your values in the face of resistance.
That's why my podcast http://joshuaspodek.com/podcast focuses on leadership first. The joy, fun, meaning, value, purpose, and community parts of acting on your values are what make it fun. I'm in it because my food is more delicious, though it's cheaper too.
Crossing the finish line of a marathon is similar. It costs me money and causes me pain, but it's one of the best things I've ever done. People can live life for comfort and convenience, but for me the best things come from activity.