The "Uninformed" think that hunting is easy. Unless you own land it is anything but easy. It can be a tough, cold, miserable challenge depending on the species and location of the hunt. There are no guarantees you will be successful. You will spend a lot of money and come up empty-handed time after time, but you continue. Humans strive to overcome challenges in their chosen endeavors and many go out of their way to find exciting challenges.
Case in point: mountain climbing. Why would a person enjoy mountain climbing? It is a dangerous, tough challenge which gives a feeling of overcoming the odds when successful.
Why would someone dive 300ft to a shipwreck. The challenge.
The gold prospector that searches for years to find the motherlode.
I think it all comes down to the inborn need of humans to overcome the challenge.
In hunting, the harvesting of the animal is the end result, but the challenge for many is the driving force.
Just a tidbit of info: around 20% of hunters successfully harvest a deer each year. That's 80% who come back year after year and come up empty-handed. Many have gone years without success.