Have you ever asked that of people who have gotten sober?
Yes, and some say they felt better while using. I have heard "a sober life is not all it's cracked up to be" on many occasions. It's not as if all of your problems will magically disappear. Some people actually felt better downing a 12 pack after filling out forms handing over half of their income to Uncle Sam. Heck, some people actually made more money when the worked less hours because of drinking because they were in a lower tax bracket.
Giving up a substance you are addicted to because you like it's affect does not necessarily lead to a happy life. This is probably the biggest lie perpetrated by the addiction industry.