It's a fact that, really, we cannot explain. Why simply shoot your prey when you can stalk it, drag it out and keep "them" on the back of their neck (more appropriately "it", in these circumstances, but even a king needs to admit that those "monkeys" can be people, too.) It adds more consequence and risk factor to the situation, should you fail (you will not) and has a longer lasting effect on both parties involved. Why, I'd say that having a good hunt, or being hunted, can be quite delightful towards your health. But that's just me.