Interesting comments by Bruce Greyson

Can be is not must be.

Agreed, however, we've chosen to reincarnate time and time again... for a reason. Why? Boredom? A desire to grow through experiencing limitations and challenges to overcome? If you're an infinite being who can do anything you want, you'd probably want a limit yourself in some ways occasionally to have some fun.

I can definitely see the lure in challenging oneself.