"It might have been". Allegedly very sad words. The road not taken. But how do we know the "might have been" wouldn't have been disastrous?

How can you mourn an unknown thing like "it might have been"? Some people do. They spend their lives bemoaning what they did not do because "it might have been" way better for them or they would have so much happier. They don't know at all. Maybe they're so much better off than they would have been doing what "might have been"..