It's a trade off, I think.
When you have responsibility you are sacrificing something to complete that task. so yeah, responsibilities come with a baggage and the baggage are some times painful.
To express it in more “pragmatic” terms, the responsibility is essentially acting as “having skin in the game”. If there is no skin in the game, then you can’t expect to get that much out of it.
And yes, having skin in the game doesn’t automatically make things better. It actually introduces potential to make things more painful, in case things go wrong. But it also increases the ceiling on what you can get out of it, not just increasing the ceiling on what you can lose. Which basically makes things feel more meaningful and rewarding.
Is responsibility painful?