Because the purpose of meditation is not to make you happy, it is to help you understand the Satya/Truth to help you see beyond the Maya/Illusion and lead you towards Moksha/Liberation (from Suffering/Dukkha if you are Buddhist, from Punarjanam/Reincarnation if you are Hindu). Of course, if you don't believe in any of that, then it is useless for you. Truth is supposed to make you sad, otherwise everyone will be looking for it.

Westerners just turn everything into a commercial product, look in this very thread -- some people felt a bit of relaxation and decided that they are now enlightened souls who have figured out the real deal without having to deal with the dirty Brown-skinned spirituality.