Why life would be dull without difficulties in life?

Your brain rewards you well for overcoming challenges. There is a little (or big) euphoria of success when you solve a puzzle, overcome a physical challenge or succeed at something.

So in a world where there are no challenges, none at all, you would not ever get the feeling high you get with succeeding, because there would be no way to succeed at anything.

So it would be a deeply dull life.