I suppose he grew up in the days of the upper-classes and the (for lack of a nicer expression) nouveaux riches doing the Season and then going from one house party to another … he was only around 20 when the First World War broke out, and that lifestyle began to die out then, but it was still going in the 1920s. He just stuck with that sort of life, even though society was changing.
of course yes it was the lifestyle of the upper classes Edwardian and Victorian - but at least some of them had some duties.. managing estates, being in Parliament, charity things. David had had 20 years of doing royal duties, which he did fairly well but with a lot of complaining abuot how boring it all was. but I think that when he abdicated, he WAS bored... and while he didn't mind the social life, I think that was more Wallis' thing than his. If he had been a reader, he might have put in the empty hours studying or reading.. He had his garden but it seems that that was about it.
there Is that well known story of his telling some American Lady how he had put In the day, waiting for Wallis to finish her French lesson, watching American soldiers playng football, and clearly feeling miserable.