Yeah, so even if the simulated world has steak instead of goop and gives you a cushy office job, Neo is the kind of person who can’t just accept not knowing.

It’s not that he’ll enjoy life in the real world more. It’s that he can only truly understand if he gives up all these comforts to know the truth.

That also goes to the criticism that people (sometimes jokingly) have of The Matrix. That in 1999 Gen X was so spoiled that a steady, well-paying office job with a cubicle was so terrible that Neo tried to escape it. The reality was that in a sense his fatal character flaw was curiosity. His actions as a hacker drew the attention of the agents. When Morpheus gave him a choice, he gave up the comforts of good food, an easy and boring job, not being on the run all the time, etc. so that he could know the truth, because he just couldn’t accept this simulated reality.