A burden which one chooses is not felt.

A responsibility can seem lighter when a person takes it on willingly. The choice gives the effort a purpose that makes it easier to bear.

The saying does not mean that chosen work takes no effort. It contrasts the experience of accepting a duty with that of having one imposed.

Use it when someone willingly accepts a demanding task because it matters to them. It can acknowledge their commitment, but should not be used to dismiss their fatigue or need for help.