I think a big reason as to why a common sentiment is "sad characters" and "dark pasts" is because stories inherently need conflict. A happy main character doesn't strife towards much, at least not in an interesting way. Mishaps, and try-fail cycles keep us so much more invested in a character or a story, than a be-happy character just rolling into better and better situations. There's only a few stories in which a character starts out happy, is happy throughout, and ends happy, because those stories lack conflict, and writing without conflict is incredibly difficult. Add on top of that, most people here are probably genre writers, and it's a lot easier to justify a dark past in a genre setting. I don't think there's anything wrong with unhappy characters. There's clichés associated with dark pasts, and troubled childhoods, but that those elements themselves are so fundamental that they aren't a cliché themselves.