Modern life is unfulfilling
Whenever somebody complains about something in their life, we often respond with "look how great we have it compared to a century (or whenever) ago", "look how easy everything is", or "look how comfortable we are today, our ancestors has to ...".
But what if that's actually the problem? What if the comfort and convenience is making life unfulfilling. We all need a sense of achievement to feel fulfilled in our lives i.e. we need a goal that requires a non-trivial amount of effort to achieve and there needs to be a reasonable chance of success. In the primitive era that goal was survival which involved hunting for food, looking after crops, chopping wood and bringing water. It requires a non-trivial amount of effort but it is also not an insurmountable task. If we managed to survive we were more or less fulfilled.
Modern life makes survival relatively easy thus reducing the effort required to a trivial-level. We survive but don't feel fulfilled just by surviving. We need to look for other goals to feel fulfilled, but the problem with those are that 1) they are artificial in nature making their pursuit somewhat meaningless, 2) often are also achievable with a trivial amount of effort or are fundamentally unachievable regardless of how much effort we put. This leaves people feeling unfulfilled and depressed despite being comfortable and having access to a lot of conveniences.
There's also the issue of reduced autonomy. Nobody likes being told want to do by somebody else, yet in the modern world we are always being told what to do by somebody else whether it's by our bosses at work or by the rules, laws and regulations that we are constantly bombarded with. We have to follow the instructions of our bosses at work, we have to obey a host of traffic rules when going to work, and even in our free time we are limited in how freely we can explore nature, i.e. we have to be mindful of private property, we need to buy a national park pass to explore the national park, there's a whole set of rules of what you can do, where you can go, where you can camp, how long you can stay, etc. We have less autonomy in the modern world, than we did before, which contributes to us feeling unfulfilled.
Related to autonomy is the control over our destiny. In the past our destiny was primarily in our own hands, even if there were situation that are out of our control. Nowadays our destiny is in the hands of our employers, large organizations and our governments. We don't have any real control over what either of those institutions do, leaving us feeling powerless. Even if we were just as powerless in the primitive era as we are now, at least we had an illusion of control. The illusion of control is powerful. That's why a lot of people are terrified of flying yet don't think twice before getting into a car even though an accident is statistically far more likely in the latter. A car with you behind the wheel gives you the illusion of control, whereas in a plane your destiny is in the hands of the pilot over whom you have no control whatsoever.
Finally there's the issue of the environment we live in being fundamentally unpleasant in some sense. We mostly live in cities that are crowded, noisy, stressful and detached from nature. We are surrounded by stressed, angry and aggressive people who further contribute to us feeling unfulfilled.
Could it be that modern world is actually making us feel unfulfilled and hence is the problem?