It may not have been the challenge that was lacking... rather that she simply did not develop the necessary feelings for you. I'm reminded of a song that basically describes someone being everything you could possibly want but they don't mean anything to you and you don't know why.
My boyfriend isn't a 'challenge' in that he doesn't try to be mysterious and I don't have to wonder what he's thinking or how he feels. I can read him rather well and even take comfort in this. So there are quite a few women that don't need a 'challenge' and would love to be showered with affection... etc.
It seems that she never really developed strong feelings for you, and this is no fault of yours... sorry
"The weakest soul, knowing its own weakness, and believing this truth that strength can only be developed by effort and practice, will, thus believing, at once begin to exert itself, and, adding effort to effort, patience to patience, and strength to strength, will never cease to develop, and will at last grow divinely strong."
- James Allen