John Piper, the leading proponent of Christian Hedonism, often uses a slogan based on The Westminster Catchecism. He modifies the catcehism's stock answer that the chief end of man "is to glorify God" by restating it as:
God is most glorified, when we are most satisfied, in Him
Put another way, because God designed us to glorify Him, and because he is love, he designed us for joy. We are most satisfied when we are in that joy, because God made us for that. He gave us desires that reflect what he has in store for us.
As one example, and this may come as a shock, but God made sex enjoyable. Why is it pleasurable? Because it is a foretaste of the oneness we will have in heaven, where "we will know even as we are known.".
Why then do many Christians see sex as evil? Because, used inappropriately, it can cause the exact opposite of that oneness. It can rob us of joy, because we seek after the momentary pleasure rather than true joy.
As C.S. Lewis puts in his the definitive short essay on the subject, "The Weight of Glory,"
It would seem that Our Lord finds our desires not too strong, but too weak. We are half-hearted creatures, fooling about with drink and sex and ambition when infinite joy is offered us, like an ignorant child who wants to go on making mud pies in a slum because he cannot imagine what is meant by the offer of a holiday at the sea. We are far too easily pleased.
Simply put, entertainment is entertaining, precisely because it is a foretaste of that infinite joy offered us, if only we are strong enough to truly seize it.