Rhinos have tried, but to date We have not come up with anything that provides greater sensory thrill than mud. It protects our skin from the sun and insects and has a distinctive stench that speaks of the locale.
And there We wallow, when We can. Sometimes in the Wild there is no water, which is a key ingredient in mud, right? So We celebrate double-time when We can.
Also, as has been pointed out, Better to wallow in mud than to wallow in self pity.