You're constantly making and throwing away relationships. I found this the hardest part.
Your lifestyle is subsidized by society. You depend on other people and services to make it work. You either have to eat out all the time or make many small trips to grocery stores and rent places with furnished kitchens. There is no self reliance, no preparation for things to go wrong besides saving money and hoping you can buy your way out.
There are opportunity costs. If OP had bought real estate in 2015 they would be better off financially. It's one of the reasons I stopped living in a bus and bought a house. Had I bought the last two times I "moved" in 2011 or 2016 I'd have almost enough money to retire and live OP's lifestyle permanently.