The druglords can buy anything they want but they are not free. By getting rich they have lost one of the biggest factors of happiness which is freedom. In the same time they didn't lose just their own freedom but also their family members lost the freedom. They have to hide from the officials who want to capture them and have extreme security measures to keep them safe from the enemies who want to take them down.
Similar way also big celebrities have lost the freedom as they cannot blend in the crowds anonymously. They have to hide from the disturbing fans and have security guards around to be safe.
Because of the fame big celebreties and drug lords have more dificulties to reach the second level of Maslow's hierarchy of needs. They cannot enjoy a casual walk in a public place, a dinner in a nice restaurant without special arrangements or some other public activities.
