Stress
Making your living by playing a game that little kids all over America play for fun actually isn't all that fun. Remember when your coach—who was also your dad—used to yell at you when you dropped the ball in the outfield? Multiply that feeling by thirty million overly judgmental fans and you'll get a sense of the pressure these players are under.
Every ball dropped in the outfield and strikeout at the plate means you're risking your job, not just your dad's approval.
The game is physically stressful and even psychologically draining to boot. You're going to hurt all over the place, and often. Baseball seasons last for at least six months and teams play half their regular season games out of town, away from their families and friends.
Do baseball players take teddy bears on the road? We can't say yes, but we wouldn't say no either.