Chess does indeed have a handicap system, these are games played "at odds". In games at odds, one player plays with with fewer pieces at start and/or gets extra moves to start the game. Below, one such example is (commonly) the Queen Knight.
Some of these games are not boring, but downright brilliant. Consider two masterpieces by American Paul Morphy: Morphy v. Thompson, New York 1859:
1. e4 e5, 2. Nf3 Nc6, 3. Bc4 Bc5, 4. b4 Bxb4, 5.c3 Ba5, 6. 0-0 Bb6, 7. d4 d6 8. dxe5 Nxe5 9. Nxe5 dxe5 10.Bxf7+ Ke7 11. Qb3 Nf6 12. Ba3+ c5 13. Rad1 Qc7 14. f4 Rf8 15. Bc4 Rd8 16. Rae1 Bd7 17. Bc1 Rf8 18. fxe5 Qxe5 19. Bf4 Qh5 20. Rd1 Kd8 21. e5 Ne8 22. Qa4 Qg4 23. e6 Nf6 24. Rxd7+ Resigns
Paul Morphy isn't boring!
Another mini-gem at odds is Morphy-Maurian, New Orleans, 1857.
Handicap systems aren't heresy; remember the point is that everyone should have fun, and, if you just lose all the time, that tends to remove the "fun" from any game. Handicap is just an attempt to fix the issue.