The expensive thing

Do not read this as a comfort. Read it as a price tag.

Campbell is not saying it is nice to be yourself. He is saying it is rare, and it costs, and most people never pay. They pay in approval instead, because approval is cheaper and you get it the same day. And at the end they have a life that is mostly other people's choices with their name on the door.

A privilege, in the old sense, is something that has to be granted. Nobody else is holding the pen.