Is this a cultural difference? Do we have any data on this?

Where I'm from (southern Europe) my experience is this is far from true. Most people work as a means to an end, and often look for ways to skimp on it.

Sure, people might say "I like my job", with the implicit concession that they indeed need a job to live. If they could keep the same lifestyle without a job, I doubt most of them would keep doing what they do.