if you work with a lot of convex optimization, it comes up pretty often. for example, if you learn fenchel conjugates, the lead up and motivation to learning them will often necessitate proving young's inequality with jensen's inequality. that is why learning different maths is cool. you intuit some ways to reshape the problem in order to make these "not super intuitive" connections.

It often happens that coming up with the right theorem is a lot harder than finding its proof, but that's life. You can't have everything be easy, otherwise we'd have finished by now.