If someone is perfectly happy with their choices they are not denying themselves.
Variety is pleasurable to those who like variety. To those who prefer the familiar, the understandable, and the recognizable then variety is a burden and not a pleasure. Human brains are not all the same. Your pleasure might be their discomfort.
And this narrowly selecting human might have tasted sushi and found it wanting, might have seen Michelangelo's David
and found it colourless, might have been to a country village and preferred an urban adventure.
People like what they like and sometimes are fine with that.
It sounds like you might be in the company of a friend and you desperately want the friend to expand his or her boundaries and enjoy the rich experiences that you enjoy. And the friend is Just. Not. Into. It. I could speculate further, but I'm sure you get the idea.
There's no word for the person who is limiting themselves to a narrow range, but there is a word for the person who wants the other person to branch out: frustrated.