That sounds like guilt; guilt for having when others have not. It is a common sentiment, but by no means is it a healthy one. If you dislike how others do not have as much as you, and you want to help others, then do so, but never levy guilt upon yourself for not being poor or unhappy like other people.
As an unemployed 27-year-old living in poverty, I can tell you that the grass definitely is NOT greener on this side of the affluence spectrum.