I know what you mean, but it could simply be a matter of projecting our own state onto others. I'm quite young though, and I think allot of the witnesses I associate with believe this system of things - Satan's world - to be the cause of their stresses and any underlying sadness. They're "making the best possible use of their youth" now, and they feel good about that even if it sucks. But perhaps once witnesses no longer have that, reality starts eating away at the subconcious mind and the seeds of underlying sadness take root.
I've been meaning to conduct a bit of an experiment by asking my friends if they are truly happy. I think they'd say they are 'as happy as they can be in an imperfect world because they are doing God's will, but are looking forward to the time when wickedness will be destroyed and the real life can begin'...and all that jazz. Just a guess...but I wouldn't know how to bring it up without drawing attention to myself. It's a serious problem though, especially for an organization claiming to have the keys to real lasting happiness.