Finland is again ranked the happiest country in the world. The US falls to its lowest-ever position

Finn here. The common answer is that all sad people kill themselves here. The suicide rate is surprisingly high.

For a more serious answer, you have to look at what the survey actually measures. There are 3 big factors in this survey.

1. Social support, the people believe they will get help if they need. While healthcare system receives lots of criticism due to constant budget cuts, it's still fast and cheap enough for those who really need it. Economic security is possibly the best in the world, where you receive decent support if you're poor enough and a small apartment if you're homeless, without any preconditions.
2. Freedom, the people feel like they're free to do what they want with their lives. There are both laws that protect you from things like trespassing, meaning you can walk anywhere you want in rural areas, while the police are really lenient in urban areas and don't really care what you do as long as you don't disturb others. Also in general, people don't want to bother others as much as I've seen in other countries.
3. Perceptions of corruption, the people believe in the government and media. We enjoy a strong democratic system that, although not perfect, is among the best in the world. The political climate is also rather mild, with the largest party in every election being centre-left, centre or centre-right. Although the right-wing has recently been on the rise, it seems like that trend is starting to turn. As for media, the state sponsored YLE is about as unbiased as media can be, although their coverage of global events can be somewhat lackluster. Also, despite being state sponsored, they operate completely independently.

It's not that they're doing something special, it's a cultual attitude thing. Finns feel content that they have enough, and aren't upset they don't have more. They consider that to mean "happy" for the purpose of these kinds of surveys.