Do any animals other than humans enjoy being challenged?
For animals in the wild, survival can be sufficiently challenging without making things more difficult. Yet cats sometimes play with their prey, releasing it and recatching it. Since cats lack empathy, we can rule out sadism as a motivator. Is there a certain pleasure that the cat takes in the pursuit?
Young animals of many mammalian species wrestle with each other, but this seems to be more an exercise of skill and of bonding than an attempt to overpower the opponent.
Dogs like being chased and catching and retrieving frisbees. Do they see this as a type of challenge? If there were some way to allow the dog to choose between two types of activity, might it choose the more difficult one?