^I think that "guys liking a challenge" is more a matter of cultural conditioning than intrinsic nature. Society teaches men that they need to be strong and competitive. Charlie had been raised alone since childhood, and had no one to compete with, let alone anyone to teach him that he had to be strong and successful. All he really had driving him were basic hormones and urges, without any socialization to focus or crystallize them in a certain way.
Indeed, one thing the episode made clear was that Charlie hated a challenge. He was used to instant gratification and was outraged when he didn't get what he wanted -- when he lost at chess, when he lost at wrestling, etc. So it would've been completely contradictory to his character to favor a "hard-to-get" woman over an available woman, all else being equal. If he was obsessed with Rand, it wasn't because he liked the challenge she presented -- it was because he couldn't accept failure. All his life, what he'd wanted had become his. Now he wanted something that wasn't instantly his, and that frustrated him, so he kept going after it. The reason he wasn't interested in Tina was because Janice was offering her as an alternative to herself. He couldn't understand the concept of giving up on something he wanted in order to settle for something else, since he'd never needed to learn how to do that.