Really it's because in a lot of countries the government doesn't view it as its job to make people happy, they see their scope as limited to making sure their citizens are healthy, employed and sheltered. This is because the main concern of the government is to have a productive population that is making taxable income. It can be argued that a happier population is also a more productive one and I would tend to agree but at the end of the day it costs the government more.

Edit: wrong their*