Pardon my answering a question with a question but: "Is it that they're unhappy or that they've been TAUGHT that they should be unhappy?"
A great deal of this goes back to Christopher Hitchens' assertion that, according to the bible, we were created sick and then commanded to be well. How much catholics are force-fed this message, I don't know, but one of the basic strategies religion uses is to insist that you have a problem, then sell you their "solution," which confirms Hitchens' above hypothesis. This premise has a vulnerability in that someone who is self-aware to the point of understanding his or her own needs and motivations would see through a ploy like this almost immediately. I have observed many times that self-study is not much encouraged in our society, and the fact that such understanding frustrates religion may be an unconscious reason why.
To sum it up, whether one question can cut through the fog or not, I don't know, but what you propose might have been one part of a Socratic interchange between you and your parents which could contribute to a resolution. Your mileage may vary.
......along with being taught to be unhappy I also think that martyrdom i.e. professional suffering throughout ones life achieves happiness in the afterlife.......
Garden me for being so crass, it was when I told my father so to speak (fu I am doing what I want) that I became a man. To my surprise he was only then happy with me and prepared to die. Which he soon did. Btw I am a U.S. Navy Corpsmen (present tense) though I received my honorable discharge in 91. Even though my father was a very avid Christian I'm sure that once I offered him my actual reasoning for becoming an compelled atheist he would have understood. Sometimes the hard way is the right way.
Christianity is a religion of suffering. It was set up to be so. In Catholicism this was brought to extremes by Mother Teresa but the non-Catholics claim they are not like that. Don't believe them because it's a lie.
People want to claim that suffering is how you get to god, and that you must suffer "as Jesus did." Paul said "you must take up your cross daily." This isn't because you are carrying it someplace it's so you can suffer and be aware of your "thought crimes" while re-living what "Jesus did for you." If you can pray and act this out in your mind you become wonderfully obedient.
I remember discussing the film "Passion of the Christ" with an Evangelical believer. I told her I enjoyed the film but I was afraid they were beating poor Jesus to death. Her answer was that she thought Jesus was beaten a whole lot more than the movie showed him to be. Maybe she had lots of "thought crimes" or believed for some reason that she was an extra strong sinner. Jesus would have to be punished a lot if he was dying for your sins.
Punishment is a main them of religion and they worship because god took away their punishment. Only a few of us see that religion cuts you and then offers you a band aid.
The very sad thing is circular reasoning. He actually according to mythical thinking created the need for punishment. It's the old protection scheme.
"...religion cuts you and then offers you a band aid."
I picked that up from Dan Barker and I think he used it also in one of his books. It seems like a logical statement to me.
I found this article by accident and it is very interesting. I think in some ways this article applies here to your "Has Anyone Asked A Theist..." I am not sure why I think it has some connections to religious unhappiness and suffering.
Perhaps you and our Nexus readers share their 2 cents worth.