Well it's an interesting question whether or not we have managed to breed "liking to do something" into an animal. But it does rather depend on how much enjoyment is down to nature and how much is just unique to one animal or another. Even within animals of the same breed there are often differences and personalities that can't just be down to years of breeding. And even if breeding did achieve this I don't think it's understood properly enough for you to call it "not difficult" to do.
Anyway, liking to jump fences isn't really such an issue. Liking to run isn't bad for horses either. Setting fences so that jumping them is dangerous to the animal in a way it can't fully perceive is the problem, rather than breeding itself. A horse which has been bred to be happy running and jumping is still a happy horse.