This is a sensitive issue for me as it is with most gamers, but don't jump the gun here. The guilty pleasure for me is not so much the escort mission itself but the eclectic relief of pressure and stress once it is over!
Maybe it stems from the thrill seeker roots I have developed while on my travels camping and exploring or maybe it is a deeper sadistic urge to take pleasure from pain, but no matter the origin the fact remains that once all is said and done and the complaining and bitching have died down I truly do enjoy an escort mission for those sweet sweet rewards.
Take for example one of the most excruciating escort's in my recent memory: Raiden escorting Emma Emmerich in Metal Gear Solid 2: Sons of Liberty through an underwater labyrinth with a girl afraid of swimming because her suicidal father dragged her into a pool while her brother couldn't save her because he was sleeping with his step mother... yea I had to throw a WTF!? out there too whilst I was playing. Anyway the mission itself was such a pain in the ass because you had to monitor your breath gauge, her breath gauge (which ran out quicker than yours) try to remember which way to go AND lift her in and out of the water because apparently her aqua phobia caused her to go basically limp while in the damn water. So once you reach the end of this whole big thing you get such a great sense of fulfillment for having completed it without killing yourself or the girl. THAT is the reason I can secretly like escort missions.
Another example and much more simple escort mission is in Fable where you must take part in several escorts anywhere from escorting a traveler through the woods past thieves who want to kill you for your fancy clothes and gold, to taking a small caravan through a death swamp crawling with ravenous Balverines and pissed off fairy pixies who cast spikes at you. These mission frustrate you for a different reason than MGS. These missions make you mad simply for the fact that the people you are escorting are SO DUMB! they just cower while they get cut with swords and don't flee at all! you need to heal them, then fight, then heal yourself, then fight, then heal them again, etc... by the time the whole ordeal is over you are bruised and tired and they are all fine and dandy. But the feeling of pride you get from beating all odds.
Oh to be the hero in a game. Self sacrificing, ever vigilant, and oh so Bad Ass. unfortunately for endless glory saving wee people and escorting the weak through unbelievable odds can be worth the trouble if you just take as much pride and reward away from it as I do.