To some extent this is common for great players, regardless of the sport. Usually they retire a couple years later than they should (Joe Montana, Kareem...there are many examples). You can't be that good unless you love the game, and I can see how the adrenaline rush, the love from fans, etc. could be addictive.
However, Favre passed his prime many years ago now. Even Rickey Henderson eventually hung up his spikes, Brett. Let it go already.