Don't expect this to be an end-all cure, but even as someone who enjoys shooting I find that foam earplugs AND earmuffs one top do a lot for my comfort levels when shooting.
I would imagine that atmosphere might have something do with it too. A pleasant warm sunny day in a wide open field sounds a lot better to most than a cramped dimly lit smoky indoor joint. Like going to a picnic rather than a bar. The sound of each shot seems amplified by the walls at indoor ranges.