Noble gases have a an octet configuration in which they are stable. Due to this they are generally inactive chemically although there are rare exceptions like
So they don't like to gain electrons (which would make them have an electronic configuration of group 1 elements which are highly reactive). Additionally, adding an electron would add a higher energy level to the atom, making it very unstable. So to force an electron to join an atom, a lot of energy must be expended (and put "into" the atom), and thus a positive enthalpy.
Think of it like this: if you compress a spring, you are giving it high potential energy because the spring really doesn't like to be so squished. Thus, the spring gains energy because it is forced into a higher energy state. The same is for the noble gases: when you force an electron in, it forces the noble gas to be at a higher (and more unstable) energy level.