Women are, by nature, more sensitive, introspective and empathetic than are men. They involve themselves deeply in the lives of their family and friends, worrying about their welfare and sharing their burdens. This is especially true of female friendships, which are far more intimate than the casual relationships of men and involve a great deal of commiseration over the problems in each other's lives.
By contrast, men skim across the surface of life, focusing on their personal needs. While they cherish their role of provider and are concerned about the welfare of their friends and family, they do not dwell on such matters. Not generally open about themselves, they accept a rather superficial knowledge of their friends, limiting discussions and interactions to the common issues and pleasant diversions of everyday life.
Though clinical depression, unrelated to specific life events, is equally common in men and women, general unhappiness is, in my experience, far more common in women. This, I believe, is a consequence of their natural gender traits, discussed above, combined with the complicating factors of female physiology and social discrimination. When someone is described as "happy-go-lucky," that person is usually a male.
