When it comes to learning maths, or a new programming language, there's all this tedious boilerplate you need to know. The rules, or syntax, the names of everything, how it all fits together.
There's ways to make learning this stuff more fun, but ultimately, not that much more fun. And anyway, the learning part is not the good part, it's the things you can do once you reach a certain knowledge level that are incredible, beautiful, even sublime.
On the other hand, take something like learning to paint, or taking dancing lessons. Unless you're hoping to become a member of an international ballet company, learning to dance is the fun part.
As another point, if you're a knowledge worker and you're likely to have situations in your life where someone basically says to you "right mate, you've got the job, here's a huge body of deep technical knowledge to learn, get up to speed, see you Monday" then a certain amount of skill in knowing how to absorb that quickly is a good thing.
I think this really depends on the dance.
With most relatively technical partner dances, such as argentine tango and west coast swing, being a beginner sucks and it's especially rough if you're a lead.
There's this fairly long period when you're not going to be very fun to dance with, and you're not going to have fun dancing because too much of it is still in your head and not in your body. At the same time you need to dance with lots of people in order to improve, and people will throw you a bone once in a while for the sake of letting you practice, but at the same time they're not really having fun.
It's only if you stick with it for a year or two and get through this rough patch, it becomes very fun and rewarding.