That construction has always bothered me.
People will say it's because you envy a person not a thing, and that on the surface is okay, but then why isn't it I envy you for your thing, or because of your thing? Why is it okay, in this particular construction, to drop the preposition? It reminds me of the french "Once upon a time" construction: Il était une fois une vache qui rit. which also seems like it's missing something.
On the other hand there are also examples on the internet that do include a preposition. For example:
and this makes it more confusing because now it seems like it's more of a personal choice and I wonder even more why they are both allowed and which came first?