Happiness and sadness are fleeting for most people. If you chase happiness to the exclusion of boredom and fulfilling a greater purpose there will be a reciprocal crash where there can be no happiness. This is why Epictetus cautioned us to always view happiness with just as much skepticism as sadness. Not to become boorish, but to maintain a state of being that you can rely on every day.
To that point, intellectuals have always had this struggle. When you value mastery over purpose and you don't find a point of tranquility in your life there will always be a struggle. Intellectuals and smart people often spend a lot of time worrying on externalities they can't control. It is the curse of high awareness / intellectual capability. There is only so much you can possibly change and influence. This is why being a billionaire doesn't drastically alter your happiness. Even with billions of dollars you are still stuck in a mortal shell with the same brains and bodies as the rest of us.
Also, MENSA is a self selected group and I have never held a high opinion of it.