The sensation is common to anything you did nothing to get.
You see it in a lot of things. Ever notice how a lot of low income (aka poor aka often on assistance) families just plain often don't care for their property or their things. Not that all do, but you can dang well bet many don't.
If you earned it, it's an accomplishment. It's a success a trial you passed. It's YOURS and you don't need to worry about it.
There's a charm to spending hard won cash on something. It's a matter of pride thing.
Now this sensation doesn't happen for every last thing necessarily. I do NOT feel bad about downloading DS roms to check them out. Because I KNOW most will be worthless crud. The usual response being 'glad I didn't waste valuable cash on that one' hits delete button.
I do NOT feel bad downloading most movies, as Hollywood is hardly turning out movies any better than most Nintendo games.
I do like buying things, I like buying GOOD things.
I prefer the expensive hard cover even though a paper back is ok to just read the thing.
I prefer good leather shoes that usually cost as much as two pairs of common running shoes.
I have bought movies, but it's rare.
I do buy music, again, it's rare.
I did the what 5 games would you have on a desert island thread here. All my 5 choices I own the real game for.
But all of the things I have actually bought, have something that is better than the majority.
I don't mind getting schlock for free. Or rather, I'm glad I don't need to pay for schlock.