I don't think that explains the enduring appeal of puzzles. I think what we all like when we play with a puzzle is that moment of surprise and delight as something slips into place with unexpected ease. We don't get to that moment by working for it: we get to that moment while our hands are working and our minds have wandered for a moment. Suddenly we find that we are holding the piece that we need. Suddenly, we find that the knot has loosened.
When my sons were younger, they liked to buy the wire puzzles to entertain themselves on car trips. I remember playing with a new one absent-mindedly, sure that I could not solve it. Until the pieces slid apart in my hands - and I had to figure out how to restore the know before handing it back to my son!
Puzzles are solved most often by the mind at play.