This is one of many doctrines that must be believed so that TULIP may stand, however, the scripture is overwhelmingly clear that regeneration is an act of God upon a calling upon the Lord to be saved/born-again (John1, Romans 10). Also, scripture is very clear that regeneration was not implemented until after the glorification of Jesus Christ (John 7). The Calvinist must ignore these text or reinterpret them in some way so they can presume regeneration occurs before the cross and before a request from the person to be saved. Also many scriptures declare all of mankind knows some revealed truth (Romans 1) but many have chosen to suppress it and ignore it to satisfy their sinful side.
It's not a matter of stupidity, but it sure seems that way from this side of regeneration. Many come eagerly and shout "yes" give me a clean heart oh Lord! Others struggle with the thought of turning control over to Jesus Christ, knowing their life will be changed forever. Yes, it may seem like a no brainer to believe, but their is a cost to consider in following Jesus Christ. This is where "easy believism" has caused great damage to the gospel message. Choosing to follow Jesus Christ and asking Him to recreate you can be a scary thought if the love of your sin has a grip on you and you are enjoying yourself in sin. You see, until one is actually regenerated, one is not certain just what becoming born-again will be like, and one is not perfectly sure there is really anything different in being a Christian than following any of the other hundreds of religions in the world. Once on the other side, when that truth becomes reality, then it appears everyone who rejects Jesus Christ is being stupid. It's that limbo stage one gets in while contemplating receiving the Lord as Lord and Saviour, once one has crossed over and experiences Christ in you, then they rush out and want all their friends and family to experience the same, and they find it just stupid that they would not want what they are telling them they have discovered is a reality.
Again, since this premise is in error, you would come to this conclusion. However, the agonizing comes because the truth is they have a choice and one agonizes that they will not make the same choice you did. So we pray for God to be constantly placing the Holy Spirit in their paths, giving them every opportunity to turn from their sin and choose Jesus.