If asked, they would say that they're glad to have existed [...]

There is an interesting question here: What does it mean to say that I'm glad to have been born? Or rather, what does it mean to say that I prefer to have been born?

The alternative scenario in which I was never born is strictly counterfactual. I can only have a revealed preference for having been born if I use a timeless/updateless decision theory. In order to determine my preference you'd need to perform an experiment like the following:

• Omega approaches me and offers me $100. It tells me that it had an opportunity to prevent my birth, and it would have prevented my birth if and only if it had predicted that I would accept the $100. It is a good predictor. Do I take the $100?

Without thinking about such an experiment, it's not clear what my preference is. More significantly, when 30% of American adolescents in 1930 wish they had never been born, it is not clear exactly what they mean.

Now if you know I'm an altruist, then the problem is simpler: I prefer to have been born insofar as I prefer any arbitrary person to have been born, and this preference can be detected with the thought experiment described in the OP.

... unless I'm a preference utilitarian, in which case I prefer an arbitrary person to have been born only if they prefer to have been born.