I don't think many people are raised to be "happy."
Parents try to teach children what they should do to be happy, but there are too many qualifications society expects you to meet before you are allowed to pursue happiness. Also, parents ultimately bombard kids with what THEY believe, and I think either consciously or subconsciously, this plays an enormous factor in keeping the cycle going. Also, at some point early in our development, we're raised to believe we have a "place" in society. Our peers heavily dictate this place, and punish us when we try to leave it.
In some parts of the world, you must complete years and years of education that has a tendency to stamp out creativity or fresh ideas by filling young minds with "the way it's always been" and "just the way it goes."
In every part of the world, you're expected to find a job and provide a service for the society you live in. I think this causes a lot of dissonance, because the majority of people don't truly know what they want to do before they're thrust into one, or their parents never really taught them the importance of working hard to improve their environment. The latter causes them to not want a job at all, but rather to "hang out" or "have fun" all the time.
What people almost everywhere lack is fulfillment. They have a hard time seeing how their life has any effect on anything, and most people are cynical about their jobs to some degree. Almost everyone wants material success as quickly and effortlessly as possible. No one really stops to think if that would make them happy, because it's ingrained in our minds that that's the way to go.
At least in the U.S., most people are taught that we're special and amazing and perfect just the way we are while simultaneously being told by our peers and the media that we're not good enough. And this breaks my heart. Complacency is corrupting our country more and more every day. Our society breeds individualism, and it's repulsive. No one CARES about others. People choose to ignore the bad facts in life. They choose to retreat through a medium to forget their problems. They choose to not think about the atrocities in other parts of the world or even in our own country, and say to themselves, "Thank God that's not me!" Having a medium to forget these problems gives people a complex I'll just never be able to understand. Thinking about our society is excruciating to me.
In short, no one thinks they have the power to truly change things and gives up before really even trying.