Absolutely nothing. Religious people just tend to think they have it all figured out because they've been well trained in following tradition and avoiding questioning the status quo.

Which would make someone less sad by default, no? I certainly sort of wish I thought I had it all figured out - I'd be way happier!

That's also an extreme oversimplification of religion which describes only a very small number of individuals of most if not all faiths.

The vast majority are not hardliners, and understand the larger component of religion is community and shared purpose.