Upon their arrival in Egypt, Yosef's brothers had "great connections" ("protektzia" in modern Hebrew). Not only was their brother the country's second-in-command, who was single-handedly responsible for the overhauling of the nation's economy and turning Egypt into the wealthiest country in the region, the only one with grain during the devastating famine, but in addition, the only man in Egypt with more authority than he - Pharaoh - loved him. Yosef had earned the monarch's trust, respect and adoration. Thus, the brothers basically could have gotten anything they wanted in their new residence. In fact, immediately upon hearing of their arrival, Pharaoh graciously offered, "I will give you the best of the land of Egypt and you shall live off the fat of the land." They could have enjoyed hon, prestige and distinction.
Instead, Yosef gave his brothers specific instructions to tell Pharaoh that they are shepherds by trade: "You shall say, 'Your servants have been breeders of livestock from the start until now…' - so that you may stay in the region of Goshen, for all shepherds are abhorrent to Egyptians." Evidently, Goshen - where Yaakov and his family settled - was not exactly home to the social elite of Egypt. It was reserved for the shepherds, the "abomination" of Egypt. Rather than enjoying the luxuries of the highest social stratum in Egypt, Yaakov's family willfully relegated themselves to life in Goshen.
The Chafetz Chaim comments that the brothers' choice in this regard teaches us about sacrifice and priorities. The brothers gave all this up in order to live in isolation from mainstream Egypt. They wanted to remain on the country's outskirts, where they could focus on the building of their nation, the establishment of religious institutions, and internal growth. They were very wary about assimilating too much within Egyptian society. They sacrificed prestige and prominence in order to ensure their own spiritual stability.
Yes, religion demands a lot from us. It calls upon us regularly - perhaps constantly - to offer of our time, energies and resources. Am Yisrael has flourished specifically because it has always been prepared to make these sacrifices for the sake of Torah and mitzvot. This is our chosen destiny and eternal responsibility - to maintain a proper hierarchy of priorities, that we sacrifice - when need be - wealth, honor and the like for the sake of the Torah, and not, Heaven forbid, the opposite.