How to derive satisfaction out from being frugal?

Hi there, I lurk here quite often for tips and tricks but my question today is more aimed at the psychological effects one has from being "frugal".

These past years I would say I have been frugal, the only time I really take on heavy costs is when I buy presents for my family or go out to eat something nice. I am glad I don't smoke or drink too much which means I save lots of money that way. For example my friends all smoke weed and they get weekly pick ups, furthermore the majority of them smoke cigarettes too which means they will have to keep buying a few packs a week. I don't drink coffee either and everyday I find myself just refilling my bottle with tap water every day and rarely order a soda or glass of wine/beer with my food (mostly because it's expensive due to being heavily controlled by the govt. here in Sweden) and therefore all these supposedly little/side costs don't add up in my case. I'm also not a big spender and rarely buy myself new clothes, shoes, etc.

Anyway, all this added up means I have never really been short on money throughout my student life, unlike my friends who often find themselves running very low the last 1-2 weeks of the month and just waiting for the next to start. However all this has not made me feel "good" or "satisfied", funnily enough if anything it makes me further stress about the concept of money, etc. I feel guilty buying overpriced food/drink items when in my situation it shouldn't really be a big deal and I don't particularly feel at ease when I save money. I just find myself experiencing weird, stressful sensations when I ponder on the concept of money and when I make purchases and non-purchases a like. I don't suffer spending and money problems like my friends a large majority of the world does but yet I don't ever feel at ease or satisfied with how I treat money and consumer goods.

Sorry for rambling on, would love if anyone could shed some light on this.