It’s interesting to note that these ‘happiest’ countries also happen to be the coutries which burden their people with the highest levels of tax, Denmark having the highest levels of income tax in the world.
I suspect it’s socialist sheep mentality - they think they are happy because their government keeps most of their money and decides how to spend it for them, relieving them of the burden of personal responsibility. Likewise the countries with the highest levels of disposable income such as the US and UK always come lower down on these surveys, but I know where I’d rather be.
Lots of people are happiest when taken care of from cradle to grave, with other people’s money.