I like the analogy of someone under the delusion that he has sovereign authority over the town in which he lives. He goes about telling the baker to bake bread, the traffic cop to direct traffic, the storekeeper to sell good, etc.. Doing so affirms his sovereignty, his control over things, his mastery of things. It gives him pleasure.
Since he really doesn't have any authority over those he commands he often finds himself in conflict with those around him. But this conflict which undermines his sense of control is due to the pleasure he finds in being master over the situation. A vicious cycle then ensues in which conflict itself affirms the mastery due him, the very sense of mastery gives him pleasure. Rather than simply accepting his insignificance in the lives of the baker, the traffic cop, the storekeeper, etc. and finding peace in the way things really are, he finds pleasure in dukkha.