I have never been a big fan of the Mark Twain quote. If you are any good at the sport, it is a great day out, and a very fun challenge. Mr Twain must have been one of those guys that takes 4 tries to get out of a sand trap :)
Wally has almost hit the nail on the head. Golf is such a ripoff. Everybody pays the same amount for a round of golf. But if you are really good, you hit the ball fewer times. So the money/hit is outrageous. Better to take 2 or 3 hundred swings. Get more value for your money.
Sort of like bowling. Better to be bad and take 2 balls per frame. Costing you the same amount of money. May as well get the most balls for your buck.