Hmm, I agree that many people want a support-group to help get through the bad-times and help celebrate the good times, and I can see the echo of tribalism in that. so perhaps we are reaching for a form of tribalism that is no longer an inherent part of our current "melting pot" society.

We try to form supportive communities of one type or another - whether through friends we met at school, or some other tribe we identify with. Not many of these modern communities are as close-knit as the original tribe, but church is one with a strong world-view - extremely strong opinions including supportive, normative belief-systems - thus people that want a strong social network will often gravitate towards church - or cults... don't forget them as supportive societies full of positive-reinforcement thinking.

It's fairly well established (AFAIK) that people without friends or support networks are not as happy as those that are well-integrated into their own society. So yes, I can even see that people without a social network would seem less happy. In a highly-religious neighbourhood, I can easily see that the social pariahs (ie the atheists) would be unhappy. As would any "outgroup" be if they were forced between choosing to abandon their own strongly-held beliefs... or being alone.

Think what it would feel like to you to be the only Christian in an all-atheist community. You would be alone, with the only people as friends unsupportive of your views. You would probably seem unhappy too.

Thus I do not think it correct to draw the conclusion that religious == happy and atheist == unhappy. I think it's better for you to realise that "person with friends == happy" and "person with no friends == unhappy" the "religion" part is entirely orthogonal to the question here.

but "make person with no friend believe what I believe just to fit in" won't work either, if that person is a rationalist. "everybody local to me believes X" is not sufficient evidence for a belief...

though it might be sufficient reason to pretend to a belief in order to enjoy the benefits of the in-group... but that's another issue.