(removed a bunch of pew research citations that made the comment unwieldy; happy to cite for those interested)
Just because lots of people have kids, for example, doesn't mean that having kids makes people happier, and in fact studies seem to show the opposite to be true on average. That said, I'm not trying to say that having kids is always an irrational choice, and certainly it makes some people happier (or it might make people "unhappier" but lend them a greater sense of meaning and purpose that balances things out). But clearly you can't just say "well, correlation must imply causation because otherwise why would people do X if it makes them less happy?"
Producing children is extremely costly for both parents. This is true both in animals and humans - you would generally not say that rearing children is good for the health of the parents. It probably brings emotional benefits to the parents (which it would have to, otherwise they wouldn't do it), but there's no reason to assume that couples are automatically better off in terms of their finances or physical health than singles.
Edit: Since people correctly pointed out that you can have children without marriage, please replace marriage with "romantic relationships that produce children".
No. Marriage doesn’t produce children.
Marriage can provide social obligations relating to the support of children, though. (It also provides social obligations of mutual support between spouses.)
Have been married a long time. Today I learned from you that apparently we are missing out on an obvious benefit
People often do things that are not good for them.
A closer example here might be a salesperson performing a "hard sell" on an automobile that is just at the edge of affordability for the buyer. The buyer really wants to be able to drive around in this cool looking automobile, but they end up with a lemon that they can't afford to keep drivable and sucks up all their resources. It's not so hard to draw a parallel from that to someone who has a family on accident.
This made me laugh, in a good way :) I'll approach it from that angle:
Monogamous child-rearing looks to me a successful evolutionary strategy for the human race (and keep in mind the "monogamous" part might be relatively recent). It implies less about the happiness of the parental units, though.
The Terran octopus dies off soon after giving birth to its progeny, and this is successful for octopus-kind, but results in no long-lasting happiness for the octopus mother. Likewise with many species of insects, arguably very successful lifeforms on Earth. Many of them die or are cannibalized after mating or giving birth.
Successful species propagation strategies do not necessarily make the parents live happier lives. There is an evolved reason for said strategies, but is happiness the maximized factor?
We do have an imperfect example of this, in the case of widowers. When someone is widowed, does their happiness tend to increase, remain level, or decrease?
I mean, advancing in life generally requires leaving your comfort-zone, but that may be hard if you lack confidence.