I think first of the threads that get posted when someone rich suicides, and the inevitable debates about how money can't buy happiness.
Then I think about people labeled because of their behaviors sociopaths, who do some really awful shit (I recently extricated from one who stole from me), and I think that they have to have been through some pretty bad shit to develop into that way of functioning. And even if they didn't, they don't connect to other people, so even if they "win" a lot, they have so much lack. I have an ex who was a sociopath, and his father was abusive to his mother, and he developed hatred for his mother, and learned from his father's example how to treat women like shit and drive them crazy. To watch one's mother be abused and to disintegrate, that's a penalty.
I also think about people like royalty, who are raised without compassion for others, go to boarding schools where there is so much cruelty, are members of exclusive secret and not secret societies, who have perversions they get away with but don't want to come to light. They are pampered and toadied to, which puffs up and feeds all that is negative. I see how power corrupts. If one makes others suffer and has no compassion for or awareness of them, then it is a sickness from them that they spread to others, rather than good, so it did not come from good. I think they've paid a penalty as well. Many throughout history have been in line for thrones and said no, and for good reason. Whether they handle the power well or not, such people do not have freedom over their lives, they don't have privacy, they're imprisoned in a fine and toxic environment. I've been around wealthy and privileged people, royalty in their own way. I experienced and witnessed the exclusion and nastiness, and I can say that they are not happy people. Smug, self-satisfied, but not happy, not content. They always want. They always protect. I never saw or knew one who was relaxed. That seems like penalty for having been born.