If they would be genuinely happy to have lived, then creating them wouldn't be necessarily "immoral". However, I still have a moral instinct (suspect, I know, but that doesn't change the fact that it's there) against killing a sentient being. Watching a person get put into a garbage compactor would make me feel bad, even if they didn't mind.

In other words, even if someone doesn't care, or even wants to die, I still would have a hard time killing them.