Philosophical Answer

Because Happiness will have no meaning without sadness. You see, to appreciate sunrise you must see sunset too otherwise both will lose meaning without each other. To know happiness you must also have to experience sadness to otherwise it will have no meaning and eventually there will be a graveyard in your heart where all emotions are dead.

Scientific Answer

We feel sadness because of Amygdala part of the which processes negative emotions like guilt, sadness, fear etc. Without this functional area of the brain you will be devoid of emotions and you will become a psychopath who searches for higher stimuli of emotion by doing random violent act.