Interesting question. I think an explanation could be that people set goals for themselves, reach them, and then realize that they aren't perfectly happy like they thought they would be. If you have a crappy job, a house that's falling apart and a wife you can stand, than you at least can dream of a better life. But what if you're famous, you're a multi-millionair and people worship the ground that you walk on but you still don't feel satisfied? I can imagine that feeling unhappy when you already have everything you ever wanted can, in a way, be worse than feeling unhappy when you've got nothing...