Of course, learning should be fun. Why? Because if the student is having fun, that student will be giving his or her full attention to the matter at hand.
However, I do think that students need to be taught, as well, that learning is not ALWAYS going to involve fun, and that sometimes, to conquer challenging material, some effort must be made -- mental effort, an effort of time, reading effort, and problem-solving effort.
What adult's life is ALWAYS fun? To prepare students for adult life, and for further advanced learning, I believe that it is not ALWAYS necessary to make learning fun.
A teacher should not be expected to be an entertainer. But a wise teacher will inject a bit of fun every now and then.