I have quite a bit of experience with this both personally and as a professional.
15 years ago I was suicidal. I was in an abusvie marriage with an elder and doing a great job of pretending that everything was wonderful and that we were the perfect JW family. Secrecy and lies to hide all the pain inside. And when I went for help I was reproved as looking to the world. I think what they didn't want - well actually was told to never admit I was a JW to my counselor = more lies and secrecy to protect the borg instead of helping people
When a sister in the congregation was dying of cancer I was at her home every day to help her family. My husband told me that my time would be better spent going from door-to-door instead of wating my time with a dying person. My conscience would not let me abandon her and her family and I was reproved for this.
After she died (with me holding her hand) I was told that as an elder's wife I was putting myself above others and should be more submissive to the elders and go door-to-door.
I left shortly after this.
I also had a dear friend who died in a drowning "accident" Strange thing was that she was absolutely terrified of water - took them a half hour to baptize her because of her fear. The idea of her going into the ocean for a swim was ludicrous but that was the offered for her drowning.
Also know of a young man who committed suicide after he was labeled "weak"
As a professional who has counselled many abuse survivors and some ex-JWs I would say that most definitely there is a myth of JWs being the happiest people on earth. As a few have very eloquently stated there are abundant reasons for feeling like you don't measure up.
JWs are taught that no matter what the Borg teaches unquestioning acceptance is mandatory. There is a constant fear of being seen doing something that one should not do. Or of not doing enough. or saying the wrong thing. To the wrong person.
The mindset of the Borg is abusive and results in post-traumatic stress disorder for all members. And just like any member of any abusive family - the members usually blame themselves for problems and rarely look to the parent/org as the problem. Anyone caught in this type of mind-trap will become depressed - but few will recognize it due to the mind-control techniques used on them.