Some Jehovah's Witnesses are happy. Some claim to be happy but they are not. The honest ones who are unhappy with their religion, publicly admit how they feel.
The danger of admitting unhappiness and disagreement with religious doctrines is disfellowshipping and shunning. Jehovah's Witnesses must never question the Watchtower's authority or say that it might not be 'God's organization', even with close friends or loved ones.
If they have doubts and questions about their faith, they are isolated from everyone outside their organization and everyone inside! It's dangerous to confide with friends and family because there's always the risk that they could turn you in to the Elders for disciplinary action.
Disagreement or leaving the Jehovah's Witnesses can destroy families and life long close friendships forever. To understand why some JW's are not happy please take a look at the following 24 reasons for unhappiness.
They cannot question the authority of the Governing Body or 'the slave'. This can result in disfellowshipping
If they want to leave the Watchtower, family and friends will no longer speak with them (subject to very limited exceptions). There is no honorable way to leave the Watchtower Society
JW's feel guilty about attending any other church even if it's for a wedding, funeral, or educational purposes
Jehovah's Witnesses have nagging doubts about their faith but are not allowed to express them even in private with their closest friends
Big brother is always watching. Zealous Jehovah's Witnesses feel it's their duty to report any violation of Watchtower rules to the elders
Jehovah's Witnesses are not allowed to worship Jehovah directly based on their conscience
They are told that Jesus is not the mediator between God and men. Jehovah's Witnesses believe Jesus is the mediator between God and the 'anointed remnant' or 'the slave'. They believe they cannot directly benefit from the sacrifice Jesus made for all people who follow him. They believe they are saved by their religious affiliation with the Watchtower organization 
No matter how many sacrifices they make for the Watchtower, it never seems enough. Some feel guilty, that they could have done more. They believe that Jehovah's love depends on how much effort they put into serving Jehovah by being obedient to the Watchtower organization
Jehovah's Witnesses often feel guilty that they may have broken one of 'Jehovah's laws' as explained by the Watchtower. They may wonder if Jehovah forgives them when they make mistakes. They do not accept the unconditional love and forgiveness Jesus has for all who follow him because their only path to Jesus is through obedience to the Governing Body
Watchtower 'truths' and interpretations of the Bible can change at anytime. However Jehovah's Witnesses must be obedient whether they disagree or not. 'Running ahead' of the organization (i.e. disagreeing) is not allowed. Unity of beliefs and the interests of the organization is far more important than personal freedom
Jehovah's Witnesses are scared and afraid due to the Watchtower's teachings. They are constantly watching their back because they believe Satan the Devil is trying his hardest to trick them into turning against Jehovah (i.e. the Watchtower religion) 
JW's are warned that they should not study and interpret the Bible without Watchtower publications
Jehovah's Witnesses do not believe they are saved by God's grace and love for them. They don't believe that salvation is a free gift paid for by the blood of Christ. They believe they must work for salvation by supporting the interests of the Watchtower ( affectionately called 'Jehovah's organization' ). Salvation must be earned 
Some Jehovah's Witnesses can be critical of fellow members who are not doing enough for 'Jehovah'. For example all Jehovah's Witnesses are expected to attend several meetings per week, prepare and participate at meetings by answering questions or volunteering to speak. All are expected to move Watchtower literature, and report their time preaching the 'good news'
The more one does to serve the Watchtower the more love and respect they receive. However the opposite is also true. Love can be conditional upon how active a person is within their congregation and how loyal they are to the Watchtower
For many working families Watchtower activities take up almost all of their free time. Very little time is left for family activities
Independent thinking and questioning the organization is not allowed 
They are required to follow all laws based on the Watchtower's interpretation of the Bible instead of the Law of Christ which is freedom
They are compelled to idolize a 'visible' organization because they are told that rebellion against the 'slave' is rebellion against Jehovah. The Governing Body has assumed the authority of God by claiming to be 'the slave' Jesus talked about in one of his parables. Jehovah's Witnesses believe their organization is the one channel of communication through which people will be saved at armageddon
Witnesses are not allowed to associate with Christians outside the organization
Witnesses are not allowed to speak with disfellowshipped relatives and friends
Zealous JW's believe it's necessary to put personal interests on hold and work hard for the organization instead. Armageddon has been 'just around the corner' for 120 years. JW's believe that if they don't fully support Jehovah's organization the Watchtower, they won't be spared at armageddon. Read these Watchtower predictions since 1889 about armageddon being just days, weeks, and months away.
Higher education is discouraged. Serving the organization is considered to be more important
Failure to obey all Watchtower rules can easily lead to disfellowshipping which means a complete 'cutting off' from family and friends