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Math is more like a treasure hunt than a chess game. Once the treasure is found, it's over. You can try chasing other treasures of course, but now you deal with superhuman competition (which will only become better with time). I can understand this is devastating and depressing

That’s exactly the fear: that math becomes just a meaningless game. Us mere mortals can get enjoyment from solving math puzzles whose solutions are well known, but it’s rather different being in the frontier, discovering entirely novel mathematical structures and proof techniques – and answers to questions nobody knows how to answer yet, sometimes even questions nobody has thought to ask yet!

Math is not entertainment though. It's one area where a sole human can do some of the most profound contributions to humanity.