Compared to wild animals that are in pain and hunger most of the time? Nature doesn't optimize for happiness. Unhappy creatures are more likely to seek out the things they need to survive and propogate.

Still, I understand the line of thought. My cat sometimes acts very upset when I'm not giving him enough attention or when I make him get off my lap when he's comfy. I think this is probably just learned behavior (he acts emotionally manipulative because it triggers a reaction from me), but sometimes I worry that because his realm of experience is so limited, that minor inconveniences are literally the worst things he experiences and therefore seem quite terrible to him. I don't really know which is true.