I love research, but the larger question is why "we" in general don't like it.
(1) Isolation. Human beings need both relatedness and autonomy. Research in the Humanities gives you a lot of autonomy, so if you like that, you will like research. On the other hand, you research is usually about things that nobody else in your family or even department really understand. Those who do understand your research are your implicit competitors. You might get along with them fine, but you only see them at conferences. You can publish an article and have nobody, every, say a word to you about the article afterwards. This is a lot of work for one line on your cv.
(2) Fucked-up reward structure. Research brings the ultimate academic reward, tenure. This only happens once in your career, though. The rewards are few and far between, and come long after the work was done. You can also get some small raises for doing research, but these are never in proportion to the effort put in. If you do very, very good work over many years, you might get a job where the financial rewards are substantial, but this hasn't happened for me yet.
(3) Writing itself is hard for most people. They would rather do almost anything else than face the blank page.
(4) Research requires time management skills that most people don't have, whether when dealing with large blocks of unstructured time or trying to write in the gaps of the days.
(5) Society thinks research is worthless unless it cures cancer or makes us more wealthy.
Despite all of these things, I love research. I look for ways to reduce my isolation. I have been around long enough to reap a few rewards. I like the actual process of writing. I have good time management. Finally, I don't care what "society" thinks. My society thinks the most valuable things are waging war, hitting balls with sticks, and accumulating worthless, schlocky decorations, among other things.