People will say "it's just the managers", "it's because you aren't working on interesting things", etc, but it is none of those things. I have worked on interesting projects, been my own boss, etc, and nothing changes.
In ancient times, you would perform physical activities that you often enjoyed to some degree, at least to the extent that they made you feel good at the end of the day and ready to rest. Most of the time, work and play were indistinguishable. Evolution makes it so that we enjoy the things we are supposed to do. Animals play hunt when they are younger (or even when they are older) because it is fun and that is how their genes make them get good at things they need to do. Their job is hunting for food, and they like doing it.
The further away your job is from your natural tendencies, the worse it gets. Sitting in front of a computer programming and doing other things is about as far away as you can get. Sure, we might like solving problems, etc, but not as a job 9-5 every day.
There are the people who say "stop complaining, you sit in an air-conditioned office! You don't have to toil away in a physical labour job", but that is just completely wrong. Sure, some physical labour jobs will mess up your body, but there is nothing healthy about sitting in air-conditioning staring at a computer. I used to work in a physical labour job when I was younger. I had to quit because they were making sure nobody would get full-time steady work. The difference in my mental and physical state going from outdoors physical (but not extreme, body breaking stuff) to office work was extremely noticeable.