Well, it is not that bad, thankfully. Just imagine a friendly soccer match between two village's teams. Putting in your damndest to win it is already a significantly more difficult thing than everyday life and creates bonding between team members.

Since life started to get too easy for some people - and for some people, that was really long ago - they started to generate artificial difficulties to make things more exciting, sports, games like poker, gambling, and so on.

Then what am I even asking? I am mainly just confused by choice and return on investment. Suppose I have not much interest nor time to invest in learning hobbies, yet would be willing to pay this tax for bonding, and would be looking for a team activity that feels difficult and uncertain enough to generate bonding. The kind of thing people later brag about. What would be the most effective one, I wonder.

Things can be both fun and difficult, and that category seems to be the obvious kind to look for when you want to intentionally put yourself through it. The problem then is that with most such things, people attempt difficult-but-fun projects or adventures with people they're already friends with to at least some degree, so you'll have to look for such an opportunity or create it yourself.