He is trying to be happy in the only way he can in that era. He probably would be happier with an illusion than nothing and being a constant source of questions. He may even become a parent, which would bring him some happiness.

it didn't make him happy. he broke off the engagement and then tried to kill himself.

Sorry. I replied before I saw the latest episode. Actually, I was glad he couldn't kill himself. That was not the usual perspective. Often the hero, Sidney, saves the minor characters. You are right to call it a dark season.