I agree. You get used to it, and then getting on a plane feels as natural as anything else. In fact, oftentimes when I walk down the jet bridge toward the aircraft door, I think to myself "I'm home!" There really is something comforting knowing that for the next few (or many) hours, all I have to do is sit there, and somebody else is responsible for taking care of everything. It is an escape from reality.
I also can be very productive on airplanes. In fact, I did much of the preparation for my Ph.D. comprehensive exams while flying back and forth between JFK and SFO during a promotion years ago. Traveling in AA's NGBC on the 763, it really didn't feel any different from my office. Plus, and more importantly, there is NO Internet, NO texting, NO calls, etc...
Keep in mind that most people would not consider it "fun" to spend time on aircraft, and most people tend to minimize their amount of time doing so each year to the bare minimum. I would include immigration officers among these people. So, it might be quite a shock for them to learn that so many of us intentionally spend money and time flying just for the sake of miles. It is indeed "weird."
But, you know what? It is our hobby. Many people have hobbies. Some people collect stamps or model airplanes, some people go fishing, some people raise alpacas. Some people have very unusual hobbies. People spend a small fortune on these kinds of hobbies every year. We, in turn, choose to spend a portion of our disposable income and free time to requalify for our status each year. When you put it in the context of hobbies that people have, it doesn't seem as "weird."
Keep in mind, too, that MRing is a hobby that yields ongoing benefits that can be work-related. Earning or maintaining status can help you with upgrades the following year on non-discretionary travel, such as for work. It is not the case for all of us, but some of us are willing to fork over a few thousand of personal funds per year in order to make a year of business travel more tolerable.