I don't mean to be rude but I agree with nickpp's comment. I don't know what the research says about this but I have observed that people say they feel "happy" when they experience any kind of big change in their life. One goes from being a materialistic junkie to a greenpeace activist; another goes from being a treehugger to a money-crazy serial entrepreneur. Both feel released from their old identities.
People crave change at some basic biochemical level and that's what makes them "happy".