If you think about it, what do we as average people really have that any celebrity would be jealous of? Compared to them, we have nothing worth wanting and, our lives are pretty boring and insignificant.
They have to wear make-up almost all the time, so they probably have horrible acne, and bad skin
They can't go anywhere without being attacked by mobs of photographers wanted to get a picture of them
They have no privacy
They have stalkers and possibly people that hate them so much that they want to kill them.
Some of them can't go anywhere without a bodyguard