Of course knowing what one knows today one might be tempted by the creature comforts that our complex society affords us but personally given the choice of being born John Rockefeller or being born myself I'd be kinda tempted by the former. It's hard to overstate how status contributes to one's perception of well being. Rich people 100 years ago did not feel deprived because they had no YouTube. They had parties and shows and concubines to keep the boredom out. Come to think of it even knowing what I know about the 21st century I'd probably take the Rockefeller deal... maybe I'm unusual.
EDIT Alas there is a 21st century version of the earth that I would not trade for the riches of a robber baron. But that version of the earth does not exist nor is it likely to come into being in the next few decades that I might have. Such earth has no Twitter but instead has peace and prosperity across the world no matter the continent. Has no climate crisis to resolve and cancers and similarly devastating diagnoses are mere inconveniences akin to sniffles. In this utopian earth the ecosystems are being cherished rather than exploited and economic improvements don't come at the expense of future generations. In this alternative earth the pursuit of knowledge and art are the most well respected pursuits and those who are best remembered are ones who most contributed to such endeavors during their lifetimes. In other words, complete fantasy and utopia. But that would be a world I'd refuse to trade for the Rockefeller status.
So yeah, tell me again how to do that robber baron thing?