Not all of them are bad at all the things. He's also the PM that sold off our National Energy Program for pennies on the dollar to private (predominately wealthy Americans) foreigners. That's a pretty big strike.
Happiness is in decline pretty much everywhere. A pandemic, climate change (fires, droughts, floods, crop shortages), inflation, aging population, growing wage gap will do that. And they're global problems. Not to mention the advent of social media (also global) from right around that time (early 2000's) which has routinely been linked to unhappiness.
FYI, we had a Conservative government for a good chunk of that.
They've been brought up countless times here already. I mentioned Mulroney and Petro Can already, there's also the Wheat board under Harper. The last time they were in power there was massive cuts to all manner of social funding, not the least of which OAS but also child tax benefits and countless others. Cuts to military funding, Coast guard, countless pro corporate/anti worker bills, how they wanted to deregulate banking, debt as a % of GDP under Cons, their complete lack of a climate plan/denial of climate change...
The only people the Cons help in power are the extremely wealthy, corporations and maybe nowadays religious folks that would like to see us turn back 100 years of progress on women's/minority/LGBTQ+ rights. The vast majority of Canadians, particularly those closer to the margins do worse under the Cons. And they frequently sell off national assets to foreigners as a means to pay for it which is damaging to all of Canada long term.