This is one of the wisest, most enlightening standup (well, except that Louis C. K. is sitting down) routines I've seen. Also it's really funny.
The phenomenon he is describing here is undeniably real. It overtakes all of us, at least upon occasion.
I see two elements involved. One of them was expressed by Ortega y Gasset in The Revolt of the Masses:
The world is a civilised one, its inhabitant is not: he does not see the civilisation of the world around him, but he uses it as if it were a natural force. The new man wants his motor-car, and enjoys it, but he believes that it is the spontaneous fruit of an Edenic tree. In the depths of his soul he is unaware of the artificial, almost incredible, character of civilization....Those wonderful technological implements are human achievements. Real people actually how to make these things. Their achievements are only possible because certain economic and moral and legal institutions are in place that enable us to reward their efforts and prevent us from exploiting or molesting them. Most of us have no clue as to what these institutions or even that these people exist.
The other element I see here is what is sometimes called "the entitlement mentality," which says that whatever is desirable is therefore a right (at least if I am the one who wants it).
Obviously, both these attitudes are moral diseases. What causes them? Democracy? The market economy? Prosperity?