The tradition of messing around with bulls goes way back. There was an ancient Greek activity in which men would run at the bulls and leap over their heads, turn flips over their backs and whatnot.
Running with the bulls in Spain is no more weird than cowboys trying to ride them, or roping young calves, etc.
I ran with the bulls( well, bull) once, completely unintentionally, having irritated one while cutting through a pasture between my granpa's place and my uncle's. Pretty...exhilarating, especially since I didn't get caught.