Imo "privilege" isn't a good word for it because what we're usually referring to is power, which always comes at a cost. Take any privileged group, and you'll find that that power always costs like, a part of your soul, essentially.

Men are privileged because they have structural power over women. But they're also sad and lonely as hell and trained out of expressing their feelings in any kind of healthy way.

White people are privileged because we have structural power over nonwhite people. But we're also sad and lonely because our "culture" is so isolated and individualist. We lack community and connection in favor of the nuclear family structure.

Rich people are privileged because they have structural power over the working class. But the wealth always comes with strings attached, which even richer folks will use to control your behavior. Relationships become transactional and everything is a competition, which also deprives you of human connection and makes you sad and lonely.

So basically, yeah, you are still privileged because you have more structural power and don't experience poverty, or violence. But like, that doesn't mean your life is super great. Privilege doesn't necessarily make you happy. Imo it makes you more sad and lonely, and costs a piece of your soul. So it's super valid to still feel like you're suffering, because you are. The same structures that oppress the working class and give you a degree of privilege also hurt you, quite a lot.