I actually don't think a Yankees game is fun at all. But I am confused about your point.
Well there are 80,000 people who do think it's fun. Congratulations for not being one of them.
My point is only this: there are levels of fun. Aveiros can be pleasurable, that's why people DO them. (I won't get into the side discussion of how much actual pleasure there is and how much that pleasure is compounded by the mayim genuvim yimtaku...)
Today, in the "frum" world, there are two main camps. Those who says: I want my Judaism and I want my fun (minyan at a Yankee's game, or daf yomi shiur AFTER the AGT show) and then there are those who say, "I want my Judaism INSTEAD of fun! I don't NEED fun."
The healthier, and more true approach is that Judaism IS fun.
Now the question is HOW fun is Judaism? Well, it all depends on you and where you are holding right now. You can be a person who would rather go to AGT than learn a blat gemara but you can become a person who would genuinely prefer a blat gemara to AGT.
That's all I am saying. If it is still unclear, I am sorry. I guess I am not a very good communicator.