Virtue is it's own reward
Living a virtuous life is not a burden, but the path to true happiness

Be studious in your profession, and you will be learned. Be industrious and frugal and you will be rich. Be sober and temperate and you will be healthy. Be in general virtuous and you will be happy.
– Benjamin Franklin
We are what we repeatedly do. Excellence then, is not an act, but a habit.
– Aristotle
To live a virtuous life is a choice. The choice to forgo your desires to instead perform your duties. The choice to make the right decisions instead of the easy decisions. So why do it?
Because “happiness” in the modern sense is a mirage and a euphemism for self-indulgent behavior. The immediate gratification received for giving in to your impulses is more than overshadowed by the losses from opportunities missed to build a better you. True happiness comes from progressing toward your internal goals, not fate's callow and transient gifts. What matters in the long term is: are you becoming a better person, not that you are becoming a richer one.
As Aristotle wrote, to live a virtuous life is to build the habit of making vurtuous decisions. Making this a conscious action over time turns these decisions into habits, and they become not a burden but rather ease your way through life by avoiding the consequences of chasing your vices.
However, just like with all decisions, you will sometimes fail to live up to your goals. However, that does not invalidate your efforts any more than any person working to develop a personal or professional skill does not achieve mastery in their first attempt, or possibly ever. The effort alone to improve is virtuous and not to be discounted.