Well, joking aside, partly it's all the responsibilities that go with owning a mansion or several, employing lots of people, having priceless art collections that presumably need controlled temperatures, alarm systems...it's not the average day-to-day living costs that most of us have to worry about.
I've often said that if we really did win the lottery, the biggest luxury might be to not own anything major - like houses, etc, because then you have the worry of running them. More like a business than a life