Sometimes they are, but for people who would self-impose an additional challenge anyway, achievements can provide some extra fun.

I've also seen achievements used for humor and story purposes; they can provide that bit of levity that helps ameliorate an excessively dark moment, or turn a nasty trap into a chuckle, or provide a fourth-wall-breaking moment.

For an example of that last case, see the Portal 2 achievement "This Is The Part Where He Kills You".