Not usually, but I've found myself in such a situation recently.
About a month or two ago, I started reading John Milton's Paradise Lost. While it's a brilliant poem with some great imagery and exceptional charactization, I find Milton's language to be very dry. It's not as much that I don't understand what he's saying, it's more that I don't care too much for his poetic style; it just kind of drags on. I've been reading it over the past two months (I haven't had a lot of spare reading time), but it feels like I've been reading it for years.
Yet, despite this, I feel like I need to finish it. I don't know why, I've left plenty of books unfinished, but this one... I don't know. I chose, of my own free will, to tackle this literary behemoth, and I'll be damned if I don't finish what I started.