The informal words fickle and chaser have the intended meaning; although, they are both used in relationships mainly.
fickle: Where you want someone so bad and "chase" them and once they like you back you don't like them anymore - Urbandictionary
chaser: someone who is interested in someone but as soon as that person returns the feelings they dont have feelings for them anymore. ie. only interested when the other person isn't. - Urbandictionary
This topic can be discussed in the context of psychology also. For example, there is a psychological term called anticipatory joy, which means "anticipation of a desired outcome makes us feel good" (and even better than the actual outcome).
The anticipatory joy is depicted through the eyes of a character in an aria in the book "A Psychological Perspective on Joy and Emotional Fulfillment" By Chris Meadows:
An example of anticipatory joy is found in the memorable aria "One Fine Day" in Giacomo Puccini's Madama Butterfly. This scene gives us a lyrical description of the yearning and anticipatory joy arising in a classic reunion between lovers. Lieutenant Pinkerton has engaged Butterfly as his geisha and is to stay with her before returning to his homeland to obtain an American wife. Butterfly images his return:
One fine day, we'll notice a thread of smoke arising on the sea in the far horizon, and then the ship's appearing. Then the trim white vessel glides into the harbor, thunders forth her cannon.
Butterfly waits a long time on the crest of the hill but does not weary of waiting. The emotional anticipation of the reunion builds to a crescendo at their finally coming together. She sights him. The power of her first reuniting with him is apparent as the aria intensifies: "Do you see him? He is coming. . . . There is coming a man!" At first he is speck in the distance. Then she asks a question to which she knows the answer: "Who is it?" It is him! From the summit of the hill he calls to her, "Butterfly! Butterfly!" But she does not answer, concealing herself, partly to tease him, and partly to keep herself from dying with ecstasy, to keep herself from bursting with joy. He calls out to her his little pet names, signs of their intimacy in the past, "Dear baby-wife of mine, dear little orange blossom." They come together! In her fantasy, the joy of reunion is complete!