Wow. Who is to say every single professional athlete and musician and actor enjoys every single second of their career?
Athletes' bodies are taxed to the maxed. Most of the above are in the public light 24/7, they might feel unsafe and have to hire bodyguards. That's not something everyone is going to enjoy. These people work hard, sometimes long hours. They are on the road, sometimes away from their families for long periods of time. This might be an exciting life at first, but wears you down after a few years.
Your average working musician has a "day job" playing for weddings, churches, and corporate events anyway. Not the life of luxury you seem to imagine. They are spending their off time marketing, networking, and planning their next event.
Most actors don't "make it big" and spend most of their time auditioning for roles, networking, and spending time looking for more work. I know a actor. She actually quit and got a "day job" because of the unstable nature of the work. If you get a role, you're still working under a deadline, and you're still working under the authority of someone else. I've heard in an interview somewhere that TV actors can work up to 12 hours a day.
After all, while preparing for the Australian Open Serena Williams said "I don't love tennis today, but ... I've actually never liked sports."
What about the people who support the infrastructure that make your job possible? The people who get paid less than you. The people (probably immigrants) who work in farms and factories and slaughterhouses to bring you food? The cooks and servers in the restaurant. The workers in China who build your computer/computer parts.