If she is a close friend, I’d ask her what she means.

I don’t know the context but is it about a specific thing: “i don’t envy you having this annoying neighbor” or “I don’t envy you having to travel for work during pandemics”or is it about your life in general? First is somewhat understandable and second is a weird statement.

It’s possibly boiling down to maybe being more selective. We all know all kind of people. But they don’t need to be friends. You often post about very questionable people who don’t treat you well yet you refer to them as friends. Who needs friends like that?

If you share something about bad situation, friend would express concern and offer help if you need it or asked if you need help with the situation, not that she doesn’t envy you.