https://experiencelife.com/article/four-happy-places/ Interesting stuff. I really hope that faith isn't, in fact, key.
I think faith can mean more than faith in God. Faith in humanity, faith that things will work out, faith in something bigger than ourselves (and not necessarily a supernatural being), etc. It takes a bit of faith to believe you can be happy. You have to trust the system that can make you happy, otherwise it likely won't work.
Latin American countries are consistently the happiest on earth. I think they just have a genetic and/or cultural predisposition to a. be social and b. be optimistic. I do think religion certainly plays a role in all that. Of course these are also the most crime-ridden cultures on earth so you have to wonder about that juxtaposition.