I am trying to remember a sci-fi story I read 40 or 50 years ago. Some aliens offered to give humans who wanted one an extra life, apparently in the form of a vivid and realistic dream. Perhaps today we would call it a virtual life. The aliens were completely offstage. The story did not talk about them at all except for the fact that they offered this experience.
The hero was assigned by his employer (probably a government agency) to ask for the life and report in afterward. Apparently to get the extra life, the human had to spend the night at a certain hotel and would experience the extra life overnight. The hero has an uneventful night and wakes up the next morning to a gentle breeze wafting in and the early morning sunshine streaming in. After getting dressed, he steps out of the room and is grabbed and drugged by the employer and questioned and tested. He tells them nothing happened.
A few years later, he quits the agency. Sometime after that, he happens to start a business. He becomes a big success, growing his company into a worldwide mega-company. Then he dies and finds himself in the same hotel room to a gentle breeze wafting in and the early morning sunshine streaming in. (Yes, the author repeats the exact phrase even if I don't remember it exactly.) Again, he gets drugged and questioned, etc. Again, he goes on with his life.
He tries to start a business, but nothing works for him this time. However, he then discovers a hidden talent for painting and becomes a world-renowned painter. When he dies, he is back in the hotel room. His third life is miserable. Nothing works out for him. He becomes a hopeless alcoholic, dies in an alley, and finds himself back in the hotel room. I don't remember anything more.
To answer questions
I believe it was a fairly short story
The protagonist got al least 3 extra lives. A problem both he and others had was that they didn't know if they had returned to their "real" life or not.
This story is different from the Christopher Anvil story about a fictional drug
