I think "convenience" is correlated to the actual thing you're gesturing towards, but isn't the actual variable that matters most. "grocery stores being open until midnight" is certainly very convenient, but doesn't seem to remove anything important (except perhaps for late shift grocery store workers). On the other hand, buying your food from a grocery store (versus having to hunt it down and kill it) is certainly more "convenient", but "convenience" isn't the most important dimension where hunting differs from grocery store shopping.
Comfort is also correlated to it, but I don't think it's exactly it either. A/C is very comfortable, and certainly there are psychological and physiological downsides to it. But I don't think there's any major rewarding experiences which A/C makes impossible or unthinkable. Maybe the taste of a cool glass of water after working all day in the hot sun? Some amount of resilience to high heat which makes traveling in hot places slightly more enjoyable? Experiencing the changing seasons more directly and consistently than just seeing a changing set of colors out your window? None of these are exactly trivial, but it doesn't seem like "optimizing for comfort removes all the color from life" is exactly right either.
Maybe it's just that suffering just for suffering's sake doesn't do anything. If you were in the universe where all houses are magically air conditioned 24/7 and offered to build a machine to make them uncomfortably hot for 4 months a year and uncomfortably cold for another 4 months a year, selling on the idea that, you know, variety is the spice of life, a little constant hardship toughens you up, I don't think anybody would buy that on its own.
But clearly people DO seem to go kind of crazy without pressure and challenges, whether you frame it as "convenience" or "comfort" or "eustress deficiency" or whatever. There's an entire category of hobbies and interests that are entirely based around doing uncomfortable or dangerous or stressful things (thrill-seeking). And even things like weightlifting, marathons, saunas, physically stressful things are often pleasurable and seem to obviously build character and resilience outside of just the act of lifting heavy things until it hurts too much to continue. I think weightlifting is a good analogy; hardly anyone would lift weights if there was no extrinsic reward at the end of it (e.g. health, vanity, bragging rights). The important thing isn't the inconvenience and uncomfortableness of lifting weights, it's something else.
Maybe "responsibility"? "self-actualization"? I think that's maybe closer to it.