I hope your life is full of "personal side quests" pursuing questions that appeal to your particular sensibilities. You should wrestle with that feeling of not understanding something, use it as a signpost pointing towards interesting ideas rather than as a reason to stop.
I'll get you started on the proof: Suppose for n>2 you have n n-sided dice with disjoint sets of numbers and you want each of them to have an equal chance of rolling the highest number. One of them must have the highest overall number, and it will roll that 1/n of the time. What can you say about the other numbers?
The relative ordering of the other dice doesn't depend on this result. They need to each have an equal chance of coming first. How many total outcomes are there?