I’ve certainly made games that were fun right off the bat. It’s an exhilarating experience when it happens — though arguably, I played them in my head before playing them in code or on paper, in my first prototype. But I have definitely gotten prototypes to fun before showing them to other people. In fact, I generally don’t show them to other people until I get them to some semblance of fun.
So sure, it’s possible, and we don’t need to be defeatist about it.
What I have never done is gotten them to be as fun as they can be without someone else’s eyes on them. I suspect this isn’t any different from any other creative medium; writers need editors, theater needs rehearsals, etc. Workshopping and dry runs are classic tools used in the arts for centuries, regardless of how much we manage to turn art from craft into science.