Right - If there was a non-pill-based measure of miserability, then there should be a spike in some of the northern countries simply due to lack of sunshine (and vitamin D).

You might still have some of the same countries show high average happiness due to income, public health systems etc etc

In terms of actual data, both could still hold, a country could simultaneously appear happy and depressed:

You could have the highest mean and a (relatively) high proportion of depression. But this display only shows the mean, not the extremes or the shape of the distribution.