Anyways, to me it seems the martial characters, Barbarian, fighter etc do far more damage a round consistently then the evocation magic my wizard wields. So why do martial's feel they don't have "nice things"?.
In broad terms, it's because "do[ing] far more damage a round" is a relatively limited niche.
Spellcasters have tremendous battlefield mobility advantages -- they can climb better, swim better, fly (at all), and teleport (at all) to get to where they need to be for strategic purposes.
Spellcasters have many more resources for defending the party. They can make the party invisible, immune to attack, out-of-reach, untouchably behind a wall, uncatchable, and so forth.
Spellcasters have many more options for dealing with the environment. They can open locks, disable traps, make or seal portals through the dungeon, create safe zones for rest and recovery,...
Spellcasters have many more options for dealing with bad guys. They can put the bad guys in a deep pit, on the other side of a wall, in a cloud of blinding mist, lying on the ground unable to move, or simply dazed, confused, and unable to fight. They can even take direct control of bad guys and turn them into good guys.
Oh and if none of those things work out, they can do direct damage, as a last and much poorer resort.
So, basically, the spellcaster's list of options ends where the martial's list begins.
Yours is the "quantum spellcaster" argument; Not every caster has every utility or buff/debuff or attack/defense, control spell available on every turn. Not every violent conflict needs the wizard to use up spells. Opponents don't always make their saving throws either. For those moments, its good to have a fighter or two around.
But...much of this comes down to a GM having exciting combat scenes (or even just "conflicts") prepared.