Q: Aren't atheists all unhappy?
A: According to at least one survey by the Barna Group, atheists and agnostics are less likely than believers to feel "completely/mostly satisfied with your life today" (68% to 91% for evangelicals) and feel more "stressed out". So, yes, overall atheists are less happy than believers, at least in America. But 68% is a long ways from "all atheists are unhappy."
Furthermore, although everyone is different, I think it's fair to say that being an atheist in America is harder than being a Christian. Atheists are different. Atheists are a minority. Atheists are more hated than even terrorists. A number of states forbid atheists from holding public office. A President in our generation said that he didn't think atheists should even be considered to be citizens. Religion is pervasive in our culture, and to be an outsider to all of that powerful social force is quite a challenge.
Given all of that, it's not too surprising that an atheist in America would feel less satisfied than those in the powerful majority.
At the end of the day, however, I think the best reply to the question of happiness belongs to George Bernard Shaw, who said "The fact that a believer is happier than a skeptic is no more to the point than the fact that a drunken man is happier than a sober one."