Interestingly, when we start talking about countries, not individual people, the trend reverses: atheistic countries are the happiest.
https://whyevolutionistrue.wordpress.com/2018/03/20/the-2018...
>In short, what makes people happy is not religion, but material well being and the assurance of material aid. That’s supported by the study’s finding that immigrants, including Muslims from the Middle East, quickly gain the happiness of their new country, while (I suspect), still keeping their religion, though perhaps in an attenuated form.
This does not contradict my point- if you live in rural Appalachia, there's a good chance you have a pretty hardscrabble life. Religion is adaptive in this circumstance, and you can become happier by becoming religious. The author of the article you linked also goes on to quote Marx, saying that abolishing religion is curing the masses of their opium addiction, and curing them of their delusions. I would argue that irreligious people are just as delusional, but with different failure modes. Apathy, nihilism, and lack of a sense of self dominate the irreligious; moral absolutism dominates the religious.
Edit: I'm talking about my experience of religion in Scotland, which is a bit grim and dour, not the rather cheerful kind that they seem to have in the US :-)