San Bao,
This of course raises the question: "If we are 'built' merely to reproduce, why do we have this seemingly innate drive toward happiness?"
The easy answer is, of course, that it is a delusion. Assuming that is so (and it may not be), why should such an illusion arise in the first place? As far as we know, the question of "happiness" does not occur to any other animal. If we are truly 'built' to reproduce, and nothing more, why is this process of "life" such a big deal?
The will to happiness definitely exists in other animals. I don't think it's much of a stretch to conclude that animals are unhappy when they are hungry and eat food to become happy again. They definitely don't think, "Uh-oh I'm about to starve to death; I'd better eat!" Their behavior is driven by happiness and unhappiness, just like ours. The only difference between animal happiness and human happiness is that we have the memory capacity to form plans for the future, so we make plans to eat for the next fifty years by getting a career, we make plans to move around by getting a car, we make plans to have sex and have children by getting married, etc. Human and animal happiness is fundamentally the same: it's driven by the same immediate drives, it's just that humans project their desires into the future and worry about them, thus giving rise to the question of happiness.
On a more abstract level I think it's also easy to see why happiness is necessary in evolution. If the whole species was so miserable that they wanted to commit suicide then that wouldn't be good for the propagation of the species because all of the organisms would be dead!