Why do people like Ben Carson, Carly Fiorina, and Mike Huckabee run for President? Do they actually think they can win, or do they have some other purpose in mind? All are said to be smart people, so they must know the odds against them are huge. Is it the attention? For a certain sort of person, is it fun to be in the limelight and have reporters take what you say seriously and so on? Are they bored and looking for an exciting challenge?
I can actually see that it might be exciting, provided you could find some cranky billionaire to fund your whole campaign; it's the having to beg for money part that would make it miserable for me.