It depends.
I am recently, newly wealthy, ish. Like rich people wouldn't consider me rich, but I did some research and I'm in like the top .5% or something now, well into seven figures, won't have to work ever again.
The one thing I've realized is that being rich pretty much amplifies who you already are. As someone who was raised not even close to being rich, and has had a lifelong (irrational) fear of falling into abject poverty, I find that my newly wealthy life is pretty much like it used to be, with some slightly nicer stuff, but by and large most of my efforts are put into protecting and amplifying my wealth and securing that position through rain or shine, for me and my future family. The anxiety I always felt about money is still there. It's undeniably nice to have no debt, not worry about healthcare costs, etc (I bought a LOT of extra insurance), but by and large it hasn't changed my life.
However I see other people - born into it, or always expected to be rich - who it has changed their lives substantially. I also think the WHEN has a lot to do with it. I'm 38 - not old, but definitely old enough to understand what money means. I have a friend just out of college, made $10 mil REALLY FAST, and it appalls me what he does with money and his views of it. I have two very wealthy friends who were born into it - one rebels against it, lives a life of poverty and charity, one doesn't give it a second thought and says "see you Gstaad" without a trace of irony.
Looking at the tone of your question, I suspect the answer is that it feels like all the other blessings we have in life when times are tough - we know that they are blessings, strive not to take the for granted, but can forget we're blessed when we're feeling down. It's like having a beautiful kid of a wonderful spouse or great parents.
And for me, at least, I can say with absolute certainty it has not made me any happier.