Because I am free and free to imagine, I am unhappy.
But what does it mean to be not-free? To be conscious necessarily means to be free, since the thinking of thoughts is by its very nature an act of freedom. This is of course, assuming that freedom consists of the belief that you can act one way or another, according to your drives and passions. Whether freedom is an illusion is irrelevant; so as long as you believe you are free, that is sufficient.
To be conscious then means to be unhappy. And conversely, to be unconscious means to be happy. But consciousness is what gives us identity, it is the vessel into which experience flows. Without consciousness, there would be no “I”, and subsequently, no point in talking about unhappiness; since unhappiness requires an agent.
Suppose then that consciousness is necessary. Does being conscious necessarily lead to unhappiness? That is the question that must be answered.
To be free is to be unhappy? Is freedom really the source of our unhappiness? If I were not free, could I be impervious to unhappiness? Supposing I were made a slave, shackled at every joint and constantly under fierce instruction, surely I would be unhappy? But no, I am only unhappy because I know that I can be free; because I can consciously and freely form the idea of myself being free; I can imagine what it is like to be free and upon realizing the state of my confinement, I feel deprived, and thereupon arises the feelings of unhappiness. Thus, even as a slave, I am still free. To be completely un-free is to be, as described above, unconscious. The same problem befuddles us.
Is to be free to be unhappy? Indeed, freedom is the basis of our existence, for without freedom, there is no consciousness, no self. To therefore say that freedom is the source of our unhappiness is to say, almost pointlessly, that our existence is the source of moral evils. Freedom is the precondition for our unhappiness, but not necessarily the cause.
The prowess of our imagination determines the extent of unhappiness? For if I can imagine what I could have (but do not) with incredible vivacity, insofar as I am able to live in the dream; experience, as it were almost in reality, the tendrils of pleasure; then find a little while after the imagining mind tires, that none of it is true, I shall surely feel deprived; and thereupon arises the feelings of unhappiness.