This makes a lot of sense actually. Conservative values represent upholding the status quo and at this exact moment that is how society works. So in the moment they see society following their values which makes them happy.

Progressives and Liberals are programmatic and critical of society and see things that could be better. That inherently makes you less happy with what's going on around you since you can imagine a better world.

Yes ignorance is indeed bliss when it comes to being conservative.