Pleasure results from the termination of a negative state of experience; it is a form of relief.
Remember: It really isn't your "choice" to enjoy what you enjoy about life. If you were to cease all enjoyable activities for even a few days, you'd be dead -- and after a horrific episode of torment and horror at that. We are punished by our central nervous systems for not chasing objects of desire.
The titular maxim is best exemplified in the case of itching. Itching, while not the worst form of suffering imaginable, is nevertheless a negative/unpleasant sensation born from the body's desire to rid itself of some perceived threat to its attempts to stave off systemic decay. People do not enjoying itching; they would rather rid themselves of an itch than allow it to continue unhindered. Ever try ignoring an itch in a hard-to-reach spot on your body? It's incredibly difficult, because itches are meant to be distracting; they're meant to shift your brain's focus from the other negatives you're constantly running from to a fairly immediate -- if usually innocuous -- one.
Ignoring an itch produces a fairly large amount of discomfort and cognitive distraction; it is an undesirable thing. If you ignore an itch, prepare to have your concentration greatly diminished in favor of absurd, obsessive thoughts regarding something silly.
Scratching an itch, on the other hand, feels pleasurable; we sometimes even sigh with satisfaction upon scratching a particularly distracting and uncomfortable itch. Scratching itches is perceived by our brains as a good thing.
Now, after scratching an itch, try scratching where the itch used to be. You'll be using the same fingernails, the same amount of pressure. Why doesn't it feel pleasurable anymore? It's the same skin, composed of the same chemicals. Where did the pleasant scratching sensation disappear to?
The answer is that you needed the bad feeling in order to receive the good one; you needed something negative to be relieved from. You can't just decide on a whim to start scratching all over yourself and expect to enter a state of ecstasy.