Does he ever actually say why he hates playing James Bond

"Connery grew tired of media and fan circus around him"

Perhaps he feels the same. Other than that and possibly the physical aspect that the role requires, I can't think of a real reason. He's probably tired of it because of petty reasons and acts all dramatical about it. After all, it's not like he is Hugh Jackman who has to work out his body and soul to get in shape everytime he has to play Wolverine again.

Because he knows he isn't good at it? Just a thought.

I think all the Bond complaining he has done just might be his plan to distance himself from the role even while he was still in it to avoid being 100% typecast. It's a way to remind people that Daniel Craig goes to work and PLAYS Bond instead of Daniel Craig IS Bond.

I think the severe injuries he sustained on more than one shoot heavily contributed to his attitude. He did the famous rooftop walk at the beginning of Spectre with a broken leg. I've learned from my own recent experience that serious injuries can alter a person's outlook and attitude on things. I used to be harder on him about this comment, but I give him a pass now.

On the other hand though, I've heard he does insist on doing a lot of the tough stuff that stunt actors normally do. However, I would think after the first major injury, he'd defer to the professional daredevils.

I think he hated that it brought him all sorts of the wrong attention. He was overnight famous as the world's most chauvinistic macho man. And I bet a lot of people started treating him that way and he hated it. Being an actor and theater lover, I think we can guess where his true values lie. He was all happy about it at first. Seemed the role of a lifetime. But then he started attacking the character itself and wanted it changed and deconstructed to the point of being unrecognizable.