Challenges are a plot line.
They provide a framework for the tickling that involves motivation and goals.
That is in contrast to the 'plotless' strap them down and go at them method that is the norm for the majors (TA, Czech, FT)
But in my opinion, his plot concept was a good one that made the videos more engaging, even if the majority of the girls were pro-hires and not "spring break randoms in need of cash" who acted into the direction they were given for the vids ("Oh dear, I need to get naked??!")
Myriads