A learning curve is made of small moments of insight.
At first, a task may seem confusing. Then you notice a movement, understand a rule or suddenly find meaning in a route. That shift from uncertainty to an idea of your own can account for a large part of the enjoyment. What matters is not only how difficult something is, but how understandable the feedback remains.
A defeat can be informative if you recognise which decision influenced it. Conversely, even success teaches little if it seems entirely random. Next time you play, observe just one moment: what information led you to your next action? The question works just as well for a puzzle as for a tactical competition.