I think you might mean to compare “être envieux” with “être jaloux” - much the same difference as for English between ‘to be envious’ and ‘to be jealous’. In the context of the transcription exercise, neither is the most direct translation of the English sentence.
“Avoir envie de” is an expression (of wanting, fancying, feeling like doing/having etc) that does not require a comparison. In the lesson, ‘I envy. ..’ has envy in a verbal expression, and “ avoir envie de .. “ is a better fit than être envieux ou être jaloux.
We have a similar difference between “ I (have) envy (of) “ and “I am envious “ in English too.
