The way I think of it, is the 'wild' chinchillas from ye olde days of yore lived high in the mountains of Chile, right? And there have been lots of studies on their 'native diet'. But it's cold up there, so natural air conditioning. It gets warmer, just migrate to higher climates. And I'm sure mountain spring water has a lot less bacteria and crazy stuff in it than our municipal treated water. And the kind of grasses and bushes up there are probably very dry and brittle, not full of moisture, so that is the way the chinchilla evolved.
So even if you were to argue that in the wild they weren't coddled to, they weren't exactly living in our type of environments. It's not like they're from an idyllic forest meadow nibbling green grass, eating young plant branches, frolicking in babbling brooks, eating fallen apples and foraging from the raisin vines. They come from a cold, harsh, dry environment and so have adapted to that type of roughage.