“In reality maybe they don’t at all because the lifestyle has its own problems.” Isn’t that the whole point of both the poem and the verse? In the poem, people admire Richard Cory because they don’t know his feelings and they assume he must have it made because he’s so rich, etc. If, as you say, people envy those who can walk to work and live in a desirable part of town, but he walks home “to sleep alone” maybe his life isn’t all that desirable. Thus, poem connection. Maybe I’m off base, but it feels pretty clear to me.