The world was never meant to make you happy, nor was it meant to make you sad. You only feel happy and sad in proportion to the depth of your attachments to this world. So you created the attachment by believing that there's happiness in the world. Thus, you created your own experience of happiness and unhappiness in the world. So it's not a fact. It's not based in reality. It's based in our own misconception, our own misunderstanding that there is happiness in this world.
Now that we understand the world is just the world, it's always a combination of opposites which always keep fluctuating in a cyclical, constant state of change. Once we understand this is the reality of the world, then there's no need to get happy when we get the thing we want or to get unhappy when we don't. And we get our happiness from our spiritual connection to Radha Krishna.