Should I convert?

Is it impossible to study Torah like a Gentile?

It is not allowed nor is it likely that you will succeed without a supportive environment.

From your answer I understand that there is no significant difference in the final outcome between being a Jew and being a non-Jew, and therefore you are not sure if you would be interested in accepting the burden of a commandment if you were not obligated to do so in the first place.

What is the logic behind giving Jews a much more difficult and binding role in order to reach the same outcome as non-Jews? What is the special nature of the choice of the people of Israel to be with God and to make a covenant with Him, as explained in the Torah, if this has no significance in the outcome?

I didn't understand what difference you were talking about. All of humanity is supposed to fulfill its obligations to promote what needs to be promoted. Each and every one has their role. Just like an army. If I'm a tanker, I wouldn't necessarily be afraid to move to the IDF's Special Operations Command. We all advance the general goal together.

If we say that the fighter in the IDF's Special Operations Command does not earn anything more than someone who sits in an air-conditioned office and sorts documents for 4 hours every day, it turns out that there is an unfairness here in that the fighter invests much more effort and receives the same result (as in communism).

I know nothing about reward and punishment, so I can't answer. We talked about the value and importance of the actions, not the reward. By the way, a fighter in Sayeret Matkal is not rewarded for this more than a regular fighter and maybe a few shekels more than a mere soldier. And yet it is a fact that many choose it. In the religious context, a Jew has no choice.