“ The world is a prison for the believer and a paradise for the unbeliever ” ―Prophet Muhammad ﷺ
(Reference: Sahih Muslim: Book 55, Hadith 1)
A believer is ever mindful of Allah/God. Therefore, he/she is not free to do what they please. That is why this world feels like a prison to them. On the other hand, a person who is not mindful of God, does whatever they feel like, or whatever they think they can get away with. There are indeed many things that can be enjoyed in this world. A person who is not looking forward to meeting their Lord, would spend their every moment trying to maximize their enjoyment here, short-lived though it is. Thus, the non-believer can find this world to be a Paradise. But the believer knows that no happiness here is everlasting and that they are always in danger of falling into the hands of Satan. They, therefore, long to get out of the exam that this world is and into the safety of the grave.
