I feel like I'm missing out on life

I've been investing since I got my first job at 23. I started small and increased it along the way. I'm 33 and I'm maxing out my 457 and Roth IRA, put a few hundred every month on a separate brokerage account.

I have a goal of being financially independent and have a million dollars in investments. I am set in this goal so I made it a habit to be frugal and live simply, below my means.

I'm really mindful on what I spend but I would spend on quality things that I use everyday.

I feel sometimes that I'm missing out on things. I have friends who are travelling all the time, eating at restaurants almost daily, and buying luxury branded stuff. I feel like my life and my hobbies are boring as compared to them.

I am focused on my goal but I can help but feel small because I have to consider my spending especially when they would choose a more expensive restaurant or hotel when we go out.

Do ever feel this way? As much as I don't want to compare, a thought would creep up from time to time leading me to wonder.