There are very smart people who put all their intelligence into collecting stamps, or making art, or acquiring heroin, or getting laid, or killing people with their bare hands or doing whatever they want to do. They want to do it because they want to. The goal is not smart or stupid, it just is. It may be different from your goal, and hard to understand. Now consider that an AI is not even human. Is it that much of a stretch to imagine that it has a goal as alien, or more, than the weirdest human goal you can think of?
*edit - as in this video: https://www.youtube.com/watch?v=hEUO6pjwFOo