And rich CEOs complain about the thread count in the sheets in their $10,000 a night luxury hotel rooms. That is just how people are. At least I can see LeBron James complaints as relating to, and potentially helping other, less well off players.
I also doubt that playing professional basketball is as unrelenting "fun" as you appear to be suggesting. It is brutal mentally and physically with the real prospect of a career-ending injury during any game or even any practice. And with near constant physical conditioning, intense practice sessions, and the over-reaching "are you scoring enough to keep on the team" question overhanging much of their day to day life (at least during the sports season and to some extent beyond).
Pure "fun" is a pick up game on Saturday with your buddies when your very job is not on the line, you can quit any time you wish, you are not being judged by a million people including your boss, and you can get a beer later. I am certain that professional basketball players have fun at their work (as do I). But it is a much more complex and unalloyed form of fun than just enjoying a game, just as my fun at my work is offset by the inevitable unpleasant obligations, worries, concerns, and exhausting efforts.
Again,I am not crying for James: multiple millions of dollar salaries must help a lot. But as I posted, many do not achieve his level of success and I can see the complexities. I do not demean him or his right to put forward the problems as he sees them. He is paid to play basketball, not hush money.