Mount Whitney in California is the highest peak in the lower 48 United States. It's 14,494 feet tall. You could probably fly to the top of Mount Whitney in about 15 minutes. To walk the same distance might take you 15 days. It could well be that flying to the top of Mount Whitney is a lot more fun than climbing it, but climbing will give you a lot more happiness because you'll have achieved something quite difficult.
Happiness is inside.
It becomes part of your essence. Studying Torah is the ultimate in deferred gratification. The Torah is as hard as steel and as difficult to hold onto as water. There is no physical pleasure in this world that can compare with the ecstasy of cracking a difficult Tosefot. It may not be much fun, but it's the greatest happiness that there is.