'Happiness' is a state of mind. It can't be bought, sold, surgically removed or attached!
In our Freudianized society, people have been told for at least the last 40 years that the only thing that makes people happy is sex, and that the genuine goal of life is to have as much sex as possible.
So naturally people who are unhappy in our society assume that it all has to do with sex. And if you're really unhappy, you can no doubt convince yourself that you're really the wrong sex, which is why you are unable to attain the Freudian life goal of more and more sex, and that if this "mistake" could be "corrected" all would be well.
Of course, this is totally nuts, but then, so are most of the people who feel that way, and unfortunately they've found themselves in a society that feeds their delusion because it also believes that the whole goal of one's life is sex.