Let me ask something, are they in relationships?
Some are but I'm not that involved in their personal lives. They aren't miserable because as Christians we all have a journey with God. No one has a better walk. We are all sinners. Their sin happens to be that. I have my own sins. Why wouldn't they be happy? You don't believe in God or Jesus so to you it seems like. Just the rules. You are not benefiting from the love and salvation of Jesus.