I'm only kidding man. I have no idea what criteria the UN uses to measure happiness. Anyway, how do you connect driving to the US for audio equipment with unhappiness? I'm always happy to visit.
We sometimes purchase in the US, as you describe, in order to avoid import duties and shipping costs, which are the real cripplers, not so much the sales tax up here. In my case, I'm far enough from the border that it generally isn't to my advantage to make a special trip to buy something. If we were taking a holiday to the US and I found an item significantly cheaper, than sure, I'd buy it there.
Anyway, as the article indicates, it isn't necessarily the amount of money in your pocket that determines your level of happiness.