Read this article in the editorially liberal Washington Post. It reports research, beginning several decades ago and continuing to the present, which finds that Republicans are happier than both Democrats and Independents. The writer pretends to be puzzled as to why this is so.
I believe the answer is clear. Happy people have their lives organized in a way that works, that is comfortable. Thus, they do not seek change and don't need government help; these are major characteristics of conservatism. I suspect they also have difficulty understanding why others cannot achieve the same pleasant equilibrium without outside help.
By contrast, unhappy people do not have their lives organized in a comfortable way and, as such, emphathize with the down and out, with society's losers. Such unfortunates are the traditional targets of Democratic governmental largess.
BTW, the key to happiness is not money, according to the researchers. Rich Democrats are less happy than rich Republicans, ditto for the poorer members of both parties.