DOMs, happens. Feeling sick after doing sprints happens. All of these things decline the more you do them, but they exist and aren't nice. Exhaustion, lactic acid, not good feelings, happen.
When you finish a 10k race it's the relief of finishing it and the sense of accomplishment that makes people smile.
If getting fit was some universally fun thing to do everyone would do it. How many single guys would turn down sex off an averagely attractive woman? Like 0%. How many would turn down the suggestion to go for a jog? A lot.
The reason people work out so much isn't to do with the actual act of working out feeling good it's because of all the external shit people lap up and think doing exercise will make them a better person. Looking better may do wonders for your self confidence which is fantastic (it's not most people are boring and have too much self confidence) and loads of other things which are +'s in your life which far outweigh the - that is fitness training.
People who go "I'm physically exhausted, feels good". No it doesn't.
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