Do they? There is an article here by Julian Bašić that says so. He is of course quoting. The twiddly bits on his name suggest a Balkan origin, perhaps Serbia. There is a lot in Serbia and such places to explain depression. From at least the 19th century onward, they have lived through an incredible series of ghastly wars. I am a naturally buoyant person in mood but if I were a Serb I might not be
And depression is the key to the article. He quotes no real evidence for the sad conclusion that the title of his article embodies. He just thinks his conclusion is obvious and quotes a few other like-minded authors.
I have been taking an interest in the happiness research for many years and its conclusions are very different from those of Mr Bašić
For a start it would appear that happiness if a trait rather than a state. We are born happy or unhappy and not much changes it. Some influences do have some effect, however so it is possible that his Balkan origins do partly account for Mr Bašić's mournful artkicle.
The best comprehensive research article on happiness is probably this one. Note from their chart 11 that around 80% of people were fairly or very satisfied with life, which is just about as opposite as you could get from Mr Bašić's assumptions. In the circumstances I will not reproduce here any of his sad article.