I generally have a liking for hard challenges. I joined the military after college because it was the harder of the options I had in front of me. So I did after business school. Similar logic pretty much every time I had various options in front of me.
Part of the logic is to live an interesting life. Of any X option, the challenging option is usually likely going to be the more interesting journey. Sure there's more sleepless nights and difficulties, but at least it won't be boring.
Part of the logic is to learn more about myself. I have a hypothesis that the more challenging a journey, the more you learn about yourself. The challenging journey itself is a catalyst to self-growth because it forces you to dig deep and confront your own fears.
Part of the logic is intellectual interest. The challenging journey is oftentimes also more intellectually demanding, and I'll rather spend time thinking about intellectually interesting things that dumb things.
Part of the logic is economic incentive. I believe that if you tackle something that's not been done before, you generally have an economic upside to it. Someone will be willing to pay something for that difficult journey.