On the contrary, many of the people I've met who most definitely do not have first world problems -- people living in Africa, Southeast Asia, and other destitute parts of the world -- often seem to lead genuinely happier lives than the stressed out existence that is the norm in the US.
Being able to have a cheeseburger delivered on demand does not make up for systematic loneliness and dehumanization. The more I travel, the more perspective I get, the more I think that things have gone deeply wrong here.