why are we always pressured to feel like we’re behind

One reason is because of old Christian morale. You're born in sin and have to work and obey to repent for that sin, idle hands are the devil's workshop, that kind of stuff. Of course this kind of mentality got co-opted by industrial society to the point that work forms somebody's entire status in society and obligation to the nation. Industry then does what it does best and mercilessly exploits this.

A second reason is because the entire monetary system and economy is built on growth. There always needs to be more goods, more services, more consumption. And if the population isn't growing enough, then the people have to be made to buy more.

What brings us to advertisements, pushing to spend more, to compare yourself with the neighbors, always evaluating the status you're projecting.