Paradoxically, I think that you feel that way _because_ of the decreasing marginal value of money. Superfluous income is disposable income, and spending money in a way entirely of your choosing is pleasurable.

Especially if you're already making enough to get by, the value of the money you're already making is "priced in" to your subconscious analysis. Thus, the next order of magnitude of income really is qualitatively different.