There have been a score of recent high-profile athletes who have retired, only to un-retire shortly thereafter. To the common fan, this tendency to have a difficult time leaving a sport might not make sense, especially when these athletes seldom want for much of anything outside of their sport. That being said, here are three reasons why:

1. They don't play for the money, nor the accolades. They play because they love to compete. Many athletes know one thing: sport. Without it, they lose their venue for expending competitive energy.
2. An athlete's identity is tied directly to his or her performance on the field. Their self-esteem, confidence, and ability to persevere are connected directly to the stats they produce in their sport. Without that sport, it becomes difficult to sustain self-confidence. Many athletes turn their competitive nature toward business pursuits, or travel, or family as a way of maintaining that confidence.
3. Athletes tend to be perfectionists: No matter how good a performance they turn in, they believe they can do better tomorrow. This tendency to focus on the future tugs at the psyche of ex-athletes, and builds confidence in their belief that they can return and be successful on the field.