I think some of that is because a lot of people work out to be thin-- thinness is the pleasurable thing; exercise is just the means to that end, and "workouts" are really boring because you're doing the same thing over and over to just "tone" this one particular muscle. It's not fun because it's the same kind of repetitive stuff some homework is. Lots of people get their exercise from dancing or team sports and they actively have fun doing it.