That's what we get for being more in touch with how we feel — we notice it, we admit it to ourselves and others. And we get attention because of it. If men were/are sad, who would know? Who would care?
But the linked blog post, by Meghan O'Rourke, asks — assuming it's really true that women are less happy than men and less happy than they were 35 years ago — why would this be so?
[T]he drop in happiness is pegged to an anxiety caused by the plethora of choices available (Barry Schwarz's paradox of choice) and women's feeling that they have to perform well across more categories. This is not exactly the same as struggling to balance so-called work and life (i.e., children): The study's authors are quick to point out that the decline in happiness is consistent across many categories, irrespective of marital or employment status or whether you have young children....Oh, how I loathe this liberal meme about choice and happiness! Though liberals believe fondly in "the right to choose," they also love to say that choice makes us sad — but they only seem to mean that choice in the economic sphere is bad. (Notice how it softens you up to accept the crappy car the government wants you to drive and the good-for-everybody health care system it would like to provide.)
Anyway, why are women so sad? I think it's because we think about our feelings so much and care so much about being happy.