do sand ninjas enjoy carrying large heavy objects on their backs?

I don't think whether they enjoy it or not comes into the question of why they use them.
The people from Suna are desert people, they are used to heavy loads anyway and walking on sand can be hard in itself so i'm sure they're pretty strong just by surviving in their environment,
Also you have to look at the facts of why the Sand Siblings have such weapons.
Temari uses the wind (also associated that they come from the land of wind), so what better way to manipulate the air around her then a fan? A small hand fan isn't going to make tornado's, so the bigger the fan the better.
Kankuro is a puppet master, and sure in the early years he strapped them to his back as they were for easy access, but what kind of puppet would be useful if broken down into tiny pieces to be easily carried about. Most ninja fights come as a surprise attack, there won't be time for him to assemble his puppets. But in the Shippuden series he carries them around in scrolls so he can call them whenever without actually have to carry them at all. In a way.
And Gaara carries his sand around in a gourd as it's infused with his chakra, making it faster and more stronger then ordinary sand. His gourd is also made from the same sand (shown when he fought Lee in the Chunnin Exams) so it offers better protection for him.

All the ninja are strong and they each have been trained to carry heavy weights since day one, so i doubt very much they'd notice a little extra weight :)

lol u make a good piont thts pretty funny i dunno

LOL this is a funny question ^^

Hmm..good point,I don't think that they enjoy it,or even bothering them,but they need it so much,of course after hard training it will be much easier to carry ^_^

well garra has on chouse to carry the gored because, well it has garra's mothers ashes in it but the others people i realy have know idea.:3