I'm from Denmark and can confirm that most people here find it... odd! the be called the happiest people on earth. I think the idea of happiness in this rating is a utilitarian leftover from the eighteenth century. And it reflects that Danes are very pragmatic and utilitarian in daily life.
Interestingly the Danish word, Lykke that is always used here when referring to the happiness-rating, does not equal the English word happiness. We split it in two: We say: glæde for happiness, while lykke, mean a very, slow and peaceful sort of bliss, like when you have endured the endless quarrels with your children all day and then in the late evening go look at them sleeping. You can be happy about all your money and accomplishments, while lykke is more about being happy in spite of such things. The word is also the same as you have in English as luck :) So it is appreciating what came your way... you describe it yourself actually.
Like the word, hygge, which has recently been trumpeted being a secret recipe for happiness, lykke of course exists everywhere on earth. I have experienced hygge all over the world.
The happiness-stress you describe is as much a problem here as everywhere else. I know well-educated women with wonderful children and husband and car and dog and house and boat, whose life seem to be a living hell, even though it shouldn't be.
I have reshared! Nice to read a small text about something else than crypto and steem.