Perhaps, they find people with all-in-all easy lives, who say "I've always been a happy person." Then they find some people with rough lives, who say, "I've never really been happy, even when I was a kid." What they fail to consider is that the happy person was raised rich and always had a parachute, while the sad person came from the ghetto or trailer park, and never even made it to the break-even point in life.
Nevertheless, a cultivated awareness of the Good and affinity to it are my own primary "stress management tools," and they seem to have been very beneficial for me lately, so I'll agree that positive thinking is generally good for you.
"All very good, to be sure. But, failure is a very big impediment to happiness, so it sounds like the chicken vs the egg. Correllation vs. causation, too, maybe."
Exactly on the chicken-or-the-egg analogy.
For example, do we laugh because we're happy, or we're happy because we laugh? I tend to think the latter. Likewise, hard work and success tends to make us happy.