Oh, yes!
When I was a teenager and my family was on Welfare and food stamps, NOTHING about our lives was much fun. We were constantly reminded at every turn that we had nothing. Being poor pulls on you constantly. You worry about money all the time -- what's due? when? am I ready? When you do have a bit of money, you can't spend it because you're so afraid of needing it soon. The future always seems rather scary. You live in fear of the power bill or a plumbing leak. You are at the mercy of people who run various programs: you're not sure whether your FAFSA will work out, you hope the church will give you a basket of food at Thanksgiving. You feel the need to fit in with the rest of the world, and you fear people will realize just how "badly off" you actually are.
On the other hand, having money and choosing to spend frugally isn't a chore at all. You have the freedom to spend when it makes sense: When you find chicken on sale, you buy 5 packs, and then you feel good about knowing that you're prepared to feed your family. You enjoy seeing your bank balances increase, which makes you feel safe and secure about the future. You know you could book a cruise or buy a new outfit anytime you please, but it's easy to say no to these luxuries because you realize it's a choice. You know that if you break your eyeglasses, you may grumble, but you can afford to buy another pair. If your friend asks you to go out to dinner on Friday, you're able to say yes or no. Even though you may not be spending much more than a person in poverty, you feel you're in control of your life.