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As the old adage goes

Ignorance is bliss.

Drawing from my own life experiences, the more I learn the more things I worry about that could go wrong. This worry creeps into all aspects of life and becomes the norm. This creates a sense of dissatisfaction which can be a form of unhappiness.

Smart folks get aware of environment/challenges etc much sooner than others and maybe that creates the pathway to erosion of happiness.

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You can easily flip this perspective on its head and postulate that being smarter helps you come up with more complex and logical rationalizations for your unhappiness in a way that totally orthogonal to its source. You could view excessive worry about things outside of your control as a pathological case of a certain kind of intelligence.

A lot of very intelligent philosophers written about how to lead a good/happy life over the centuries and none of them to my knowledge encourage a focus on problems outside of your control.

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