It's hard to assess, especially from our position, which set of challenges the human soul prefers. But there's an interesting point to be made, touched in both "Civilized to Death: The Price of Progress"[0] as well as "The Dawn of Everything: A New History of Humanity"[1] that no 'savage' has been interested in non-coercively joining an 'advanced' society, whereas there are plenty of examples of 'civilized' people choosing the 'savage' life. I don't think the choice is as clear cut as it would superficially seem.

[0] https://www.amazon.com/Civilized-Death-What-Lost-Modernity/d... [1] https://www.amazon.com/-/en/David-Graeber/dp/0374157359