My assays at Crusader Kings II—squaring remarkably well with fictional and historical accounts of similar figures in roughy the same time period, see e.g. King Lear and Hamlet for good examples of the former—do not make being a medieval lord seem low-stress. Full of creature comforts and experiences unknown to most of the population at the time, yes. Though I think the environment of medieval Europe was a particularly rough one for the ruling class and at other times and places before and after, yes, it indeed would have been unreservedly "good to be the king".