Unhappy as in the circumstances of the parents and the friend left behind, the cost of their sacrifice. The film is about the worries of parenthood and what parents are willing to do, to their own detriment, to ensure their children are protected and able to thrive but wearing the clothes of derivative sci-fi (the director, Jeff Nichols, has talked about John Carpenter as an influence for example).
While on the run the parents have to quickly deal with the realisation that they'll soon have to let their son go. They (with a large part of the US) catch a glimpse of the world 'built on top of this one,' where the boy truly belongs with disembodied humanoid beings of light (lol), but the father never gets to see his son make the other-worldly crossing when he and his friend decide to make a diversion for pursuing soldiers, allowing mother and son to run for it. He knows it's happening, as he had an earlier glimpse of this parallel world when he let his ailing boy see the sunrise, but given the chase his is a very brief goodbye.
The final scene shows the father chained up in a prison yard looking up at the sun. He knows his son has made it, but his own prospects (likely to rot behind bars) are looking grim.