More than physical muscular fatigue, the most weary aspect of physical training is the mental fatigue. It is built into us, the hypothalamus indicates when it has been too much exertion and dissuades us from more exercise. However, if we push further, we can achieve even more and augment the threshold of fatigue.
The biological reason of why this happens, is because our ancestors as hunter gatherers had to go through much effort for hunting and gathering food, if that energy wasn't spent wisely the community might have ended up without meal for the day, that reason is why we are lazy and only through will power we can really go on with the physical activity. Our reptilian brain sections have not adapted fast enough to entertain the idea that we are not going through famine and that resources are abundant enough to risk injury and extra physical exertion.