Why is the existence of hot Jupiters puzzling?

The existence of hot Jupiters is puzzling because these gas giant exoplanets orbit very close to their parent stars, often within a few days, which contradicts traditional planet formation theories that suggest such massive planets should form in the colder, outer regions of a protoplanetary disk. Their proximity to the star leads to extreme temperatures, challenging our understanding of planetary atmospheres and their evolution. Additionally, the mechanisms by which these planets migrate inward from their original formation zones remain unclear, raising questions about the dynamics of planetary systems.