Whenever you feel like you're missing out, it is usually your expectations being more rosy than reality. Aside from being in pain or bearing unpleasant situations, experiences in life are in the meh category. The most memorable moments, those that can bring joy pass very quickly. Most of the time it is mostly worries or drowning worries under a heap of other thoughts, or entertainment.
Physical pleasure may feel good for a moment but in the long run, too much of it is bad for your health. That is why we cannot build an ultimate hedonistic paradise. Take something even simple like food. You can only eat so much delicious food before it becomes unbearable. Same with sex. How much sex can one man endure in a day? So instead, we invent games and disguise those games as reality. The game of trying to "succeed", whatever way you may define your success.
It is hard to understand why some people have this attachment to the idea that life is so precious. From a certain standpoint most of the things you get out of life are either encountered so many times that they become mundane or fleeting so quickly that they can only be barely appreciated. In the middle, you get work, worries, pain and small pleasures.
We all know that one day, we are going to die. Why not choose to die when we want to die, in a manner that is peaceful and straightforward. It will be interesting to see how our view of life will change if euthanasia was available for all at no cost.