Some math research does involve grabbing a single, fully specified conjecture off the shelf and hunting for a proof of it, and it's true that if you manage to solve a long-standing open problem, other mathematicians will be interested no matter how you did it.
But this isn't all of what they do, probably not even most of what they do. Like in software engineering, it's not always obvious which question would be the most useful one to ask. A lot of mathematical work also goes into what we call "theory-building", where you could say that primary work goes into coming up with definitions rather than theorems. Mathematicians also care a great deal about how something is proved; a lot of them are some of the most aesthetically picky people I've ever met. Words like "ugly", "beautiful", "creative", and "boring" are used to describe both definitions and proofs all the time.
From the outside, it can look like all they're doing is pumping out proofs at any cost. But I promise you that when I talk to mathematicians who don't have any experience building software, they have a similarly narrow view of that field as well! Both fields, from the inside, look a lot more human than you might expect.