People need the feeling of control in their lives and choices give us that sense of control.
This connection between choice and control is so strong in our minds that we will pick a more difficult path to a solution as long as it gives us choices.
For example, think about someone you know who doesn't vote. What is their main complaint? Usually, lack of good choices and how little their vote matter are the given reasons.
Play the below game for a level or two and pay attention to how you feel, then come back.
https://www.brainpop.com/games/quandary/