Having fun?
Having a good time?
Having nice things? (I sometimes either hear we can’t have OR can’t always have nice things)
Rest and relaxation?
Eating good food?
Enlighten me, please. I really want to know if there is anything wrong, if at all, with these particular things I just mentioned/listed 
Well depends on the context. Having fun/a good time during something meant to be taken seriously is probably wrong. Having nice things only to ruin them is probably wrong. Resting and relaxing while being part of a group that’s working hard is probably wrong. Eating good food that doctors have forbidden you from eating is probably wrong.
I’m not following. Is this related to language expressions, life philosophy or is it even deeper?
Or simplier…I like confusing myself sometimes
Life in general as well as (as you just said) life philosophy. Overall the comforts AND leisures of life basically.
And what about these also:
Having comfort AND leisure?
Taking a trip/vacation?
Having money and overall riches?
As Sith said it’s contextual.
the problem with “privileges” isn’t the privileges in it’s self.