To do abstract math and proofs is a very different skill from applied math. It takes understanding definitions and logic and melding them together to make a convincing proof making sure not to make a mistake. It's a lot like playing a game of chess in your head before your opponent has even made his move evaluating different attacks.
Abstract math is also about seeing patterns and then seeing patterns in the patterns and being to use them to find even more patterns. Marhematicians look for the governing rules and then wonder what if this rule didn't apply what would the set look like.
As an example, the set of integers is closed under addition so someone asks what if the numbers were even still closed right what if they were odd oops not closed... So now we know something new and so it goes...