In the case of the athlete, it's also suffering for suffering's sake in training. If you are going to beat your opponent you need to know what it feels like to go beyond your limits and keep going.
I think it was Jaques Anquetil who said
"the secret is to finish off your opponents plate, before starting in on your own."
which hints at something else too, but I love the quote so much I wanted to throw it in here.