Why do the "happiest places" have the most suicide?

A study of suicide rates across different countries and US states (PDF) concludes:

[T]he happiest places have the highest suicide rates. . . . [P]eople may find it particularly painful to be unhappy in a happy place, so that the decision to commit suicide is influenced by relative comparisons.

I found the study from this blog post, where the first comment says:

My new mission: Prevent suicides by making the world a more miserable place.