Is it because you cannot have them that you want them, or just that since you cannot have them, you feel that they are the ones you want the most ;)
Maybe, it is true that once you get something, the value of it in your eyes reduces!
On the same note: The fun is in the chase, not in the capture... Its the process which is fun, rather than the result.
Same reason why every job gets boring after a while. Initially you are learning new stuff, getting to do new things, however, as we spend more time on it, even the most interesting task becomes mundane, and we execute it like its a burden on us...