A reason for unhappiness for some Jehovah's Witnesses is all the rules they must follow. If a Christian reads their Bible and only the words of Jesus, they will not find some of the rules Jehovah's Witnesses have.
For a true Christian, Jesus is their only authority, not any religion. Matthew 28: 18,19. They have a personal relationship with Jesus. Jesus tells Christians what's right and what's wrong. Christians stand before God as individuals, not as an organization. This direct relationship is symbolized by baptism.
Also critics say that True Christians are by definition followers only of Jesus, - not the Apostle Paul, or the early Christian congregation, or Edward Gibbon, etc. Therefore true Christians do not try to harmonize the entire Bible as decided by the Roman Catholic church in the 4th century A.D. They follow only the words of Jesus and listen to his advice when he answers their prayers.
The reason why the organization is so important to JW's is because they think that Jehovah is the same as God, the Father of Jesus. This may not be true. Evidence seems to indicate this is likely a false assumption. Jehovah was an ancient tribal God of the Israelites. Survival of the tribe or 'organization' was far more important than individual rights and freedoms. Jesus brought with him a new, more advanced understanding of God's unconditional love. See Jehovah vs Jesus
Christians do not worship God by being loyal to any religion. Read all the words of Jesus in your Bible and you'll see that this is true. Since Jesus told everyone to follow him, religion is not required. Christians are free to attend any church or none at all. They are baptized in the name of the Father, Son, and Holy Ghost, not Jehovah and their favorite religion. See Are Jehovah's Witnesses Baptized Christians?
e.g. Look at these rules. Jesus said nothing in the Bible about celebrating Christmas, Easter, Mother's Day, ... and other modern day holidays. If a JW or any Christian prays to God through Jesus, and God says it's ok to celebrate the holidays, a Jehovah's Witness must obey the Governing Body first and Jesus or God second. Why? Because Jehovah's Witnesses are not allowed to celebrate the holidays.
The same reasoning applies to all the things the Governing Body says are wrong. JW's may pray to God through Jesus and get one answer, but their Governing Body might tell them something else. Who will they obey first? Nagging doubts about the truth caused by conflicting messages can lead to unhappiness for some Witnesses.
If a Witness is not loyal to 'Jehovah's organization', guilt can overcome them. On the other hand if they're getting a clear message from God that their Governing Body is wrong, they can't publicly disagree. Thus some Jehovah's Witnesses feel divided in their loyalties and this can lead to unhappiness.
Questioning the counsel of Jehovah's organization can lead to disfellowshipping and shunning. In other words, listening to Jesus first and their Governing Body second can get a Jehovah's Witness in trouble! Shouldn't it be the other way around? See what an older handbook for Jehovah's Witness elders had to say about the Law of the Christ