It's pretty sad that the question "Why are western women, particularly American women, so miserable?" is now a political question. (And therefore resists attempts to discuss it, which I don't recommend btw.)
* Hormone balance changes
* Grey matter "pruning"
* Lack of sleep
* Lack of paid maternity leave
* High medical bills for even a straightforward pregnancy
* Lack of social support
These are the ones I thought of without any effort. I'm sure there are more.
This is also reflected in infant mortality rates; of the 35 OECD countries, only Mexico, Chile, Turkey and Slovakia have worse infant mortality rates than the US. For some US states it's even worse, e.g. Alabama is worse than Lebanon, and Mississippi is on par with Botswana.
http://www.theatlantic.com/health/archive/2014/10/why-americ...
http://www.forbes.com/sites/timworstall/2014/08/25/britain-i...
Sadly its woefully inequipped to deal with postnatal depression, as my wife and I discovered after our son was born. My wife has a history of mental illness, which means the risk of postnatal depression was about 50/50 and everyone was meant to be aware of that. Despite that getting anything done eventually involved turning up at the emergency department and making it abundantly clear that someone was likely to die if nothing was done, we were incredibly fortunate to get one of the few hundred mother and baby unit beds in the country, and even more fortunate that it wasn't far from where my parents live meaning I could actually be involved day to day - in the same unit there were mothers whos partners had to make a 400 mile round trip to see them, because that's where the only free beds were.
The care from the mother and baby unit was fantastic, I just wish the same care was accessible to everyone who needed it, rather than just the very worst cases.
There's a reason why a lot of Americans want to repeal Obamacare: turns out, they don't want to pay for other people's "free" healthcare.
The US could spend less than it was spending and still have free care for all, and still have private insurance for those who want it.
Healthcare is no different from roads, schools, libraries etc.: everyone pays for other people using it, because otherwise you would have a crappy system. Taxing everyone to provide basic necessary services and infrastructure is the definition of society. Removing those taxes is the same as taking steps back to being uncivilised.
I am not joking when I say the US has one of the most expensive (per capita) healthcare system in the world, while also one of the worst. I mean, really, Cuba scores better on most healthcare metrics! They're not exactly known for being a wealthy people, yet they can somehow all afford better healthcare than the average American. They even sent about twice as many health professionals (in absolute numbers) to aid West Africa during the Ebola crisis than what the US did. Twice as many, from a population less than that of Ohio alone.
I believe that a lot of issues like this (with depressed and drugged out single moms, etc) could have been avoided if more people realized that having a tightly knit nuclear family is definitely worth striving for. And that a lot of the cultural changes over the past decades (the promotion of promiscuity and other forms of social liberalism) are not really progressive in terms of improving the quality of life within our society as a whole.
Making it so that women who found themselves in very difficult situations had access to abortion would probably help too.
These are also political decisions of course.
"Political" need not be the same as "partisan", although people are trying to make everything partisan these days.