Perhaps our minds merely apprehend more truth than those of other animals, and that's why they're more miserable - they match closer with reality. For instance, most of us were happier when we were younger, and that may be attributed to our knowing less, being in a way more selfish (in the sense that our 'universe' was smaller then, and we were nearer its center), feeling universally loved and appreciated because our mom told us we were loved and special, etc. I imagine other animals might still be trapped in the general 'geocentric model', and that's why they're happier.