Wow, I'm surprised you went there. To this day many denominations of Islam are still killing each other over the "correct" interpretation.
You call out developed worlds as if they're immoral yet the most religious countries [0] also have a big overlap in having the most militant conflict [1]. Oh but they're happy, right? I wouldn't think so. Many of the least religious countries, such as the Scandinavian countries, often rank higher on happiness as well. Also in the developed world we can criticize our own countries more, generally, and so we have lots of free press that loves to prop up the negatives. Are Islamic countries generally free to criticize themselves so easily? Sorry to speak negatively of those countries but you invite such generalizations when you make such generalizations.
0: https://en.wikipedia.org/wiki/Religiosity#/media/File:Import...
1: https://en.wikipedia.org/wiki/List_of_ongoing_armed_conflict...