You can easily flip this perspective on its head and postulate that being smarter helps you come up with more complex and logical rationalizations for your unhappiness in a way that totally orthogonal to its source. You could view excessive worry about things outside of your control as a pathological case of a certain kind of intelligence.

A lot of very intelligent philosophers written about how to lead a good/happy life over the centuries and none of them to my knowledge encourage a focus on problems outside of your control.