There's a variety of good literature on the subject (one key component is that people are abysmally bad at estimating their future levels of happiness). There are always uncertainties in defining happiness (as with anything), but there's a clear consensus that whatever is making people move countries, actual happiness levels is not it.

(now, expected happiness levels might be it; or, more simply, that people want a lot of things, and that happiness is just one of them)