I get asked this... sometimes. Most recently, I got asked this when I said I planned to stay in the same housing I'd had for undergrad through my doctoral program, since I'll be staying at the same university for it. (My housing is technically program-specific undergraduate housing. The person in charge of the house has said she does not care that I'm not an undergraduate anymore.)
And yes, it is time to leave my comfort zone! I'm moving from mathematics, which has been a bit of a home to me since ever, and mechanical engineering, which I studied as an undergraduate, to neuroscience, with major professors who are both biomedical engineers. That's a departure from my comfort zone. I'm walking a bit into the lion's den to be on a project designing technology for autistic people, likely working with parents and autism professionals in addition to my major professors. (I'm pretty sure I'm going to need to talk to parents and professionals, actually, since, as per usual, folks are thinking about children and since I'm apparently the autism expert on the team in addition to the technology and neuroscience know-how I'll be picking up during my studies.) That's an even bigger departure from my comfort zone.
My living arrangements are not the way it's time to leave my comfort zone. There's a few reasons for that.
Reason the first: Too many things changing at once is really hard for me! If I'd gotten into, say, MIT or Berkeley or some of the other schools I applied to, I'd have had to change my living arrangements in order to attend those schools. Since it would have been necessary, I'd have done it, but since it's not necessary, change for the sake of change and leaving my comfort zone is not going to be happening. I stick to changes that have good reasons, because change is hard.
Reason the second: My needs in terms of daily living might not be particularly complicated, but if they are not being met, bad things happen. I need easy access to food without needing to think much about how I'm getting said food or what I'm eating. That means I need a meal plan. My current housing comes with a meal plan, which is good. I also need to be able to avoid loud, bright places full of people. The main dining halls are definitely loud, bright places full of people, and we're not allowed to take our food out of the dining hall. Like many others, I know how to smuggle food out of the dining hall anyways, but when I am overloaded enough that I need to take my food out, the extra steps involved in doing so are going to be a problem. That means I should really be on a meal plan where I can take my food out of the dining hall. My current housing's meal plan allows this! So my current housing meets those needs, and finding other ways to meet those needs is effort that I don't need to make right now.
Reason the third: I don't drive. I passed my road test recently, so I legally can drive, but over in reality-land I don't drive. Driving tends to knock out my ability to speak, often for an hour or two after I'm done driving. (Even though I have no issues with going to class, work, or practice while non-speaking, I won't intentionally do things that make me lose speech for class, work, or practice.) Given that public transportation around the university is extant but not great, that means I should be living on campus.
In combination, these reasons mean I should stay put. It's tricky to find housing on campus as a graduate student, and the on campus options for graduate students don't come with meal plans at all. It's possible to buy individual meals at the main dining hall (or at my current housing, though we don't get to take food out when we're buying individual meals as non-residents.) However, having that as "one more option" as opposed to "the default I don't need to think about" won't increase the probability of my eating meals.
So yes, I should leave my comfort zone sometimes. I should also think carefully and critically about when, where, and how I leave my comfort zone. I want to take care of myself, and not just so I have a reasonable chance of completing my doctorate!