The underground man says that he does not do nothing simply out of laziness. He wishes this were the case, as then he could say what sort of person he was—a “sluggard.” He thinks of a man he once knew who only cared about red wine, and wishes he could be a glutton, obsessed with the “beautiful and sublime.”
Again, the underground man does nothing because of his high consciousness, not because of laziness. Because of his constant thinking and questioning, he cannot settle on a simple identity for himself. In fact, he wishes he could have a single identity, even if it were a bad one like a “sluggard” or glutton.