There's no point being made about what is a "good thing" or a "bad thing", since that depends on the values of the people making the judgment. The point being made here is that having a lot of (religious, family, community) obligations fills one's life with a certain sense of worth, importance, meaning, and fulfillment — and makes them self-report as being happy, when asked by researchers. No judgments about what's good or bad.
Well, if it makes me self-report as happy, and makes me live longer (on average), I hardly think it is useful to say "no judgement on what's good or bad". If living long while being happy is not good, I don't know what is.
I am very surprised though that people in what is nearly a perpetual war, being attacked or hated from all sides, are both subjectively happier and objectively longer living than most of the rest of the planet.
Either I have really no clue what happiness is, or we are wrong about the idea that war is bad, at least not in all cases.
Correlation does not imply causation. Moreover, the general trend does not promise a personal trend.
There's correlation between being in relationship and reporting happiness. This can be taken as a proof that being in a relationship makes people happy ("marriage brings happiness" hypothesis). An alternative explanation does a U-turn on this one: people who are "naturally happy" are always smiling, take life easy, and basically make for a better partner. They are easier to marry, and easier to stay with once married. This is "happiness brings marriage" hypothesis. The third explanation would be that these are occurring simultaneously but are not in any causal relationship whatsoever.
Moreover, even people in Finland are more happy on average, this doesn't promise that you would be happier if you move to Finland. Rather, being in a new country with no knowledge of the language and no friends might make you less happy than you are now.
In other words, you shouldn't take this study in any particular direction of "if you want to be happy you should marry someone", nor "you should move to Finland", nor "you should join a religion."
Guess if that's what the evidence says...