I think it's more that skepticism is a direct result of analysis. In other words, the more one ruminates, the more one comes to negative conclusions. Whereas happiness seems to stem from a distinct lack of analysis. No one really goes, "I've thought long and hard about it and have decided I am happy." Happiness is more like a decision NOT to think about things too deeply.
I'd agree with you and tater. Cynicism is, generally, birthed from deeper analysis (I can only speak for myself though). Cynicism often ignores the many inherit patterns of thinking ingrained within the human psyche that lead us to veer toward believing in a just world, believing in the good as oppose to the bad, as we appraise it. We naturally want to avoid dealing with uncomfortable or painful realities. Blasting through that need and tendency leads one towards a greater mental capacity to handle all manners of information despite how negative it may seem. And at the same time, "negative/bad" is nothing but a subjective appraisal. There are many things others would call negative that I would just say is a natural part of reality, as in realism vs. pessimism.
But, if the onset of negative emotions (one is subjectively appraising the situation as being negative either consciously or subconsciously) is what yields greater memory and cognitive ability, that also dovetails with the known fact that stronger emotions tend to create stronger associated memories anyway. However, I don't know how they are defining or measuring "negativity" in this study, so it's hard for me to comment intelligently without a lot of conjecture. If it's negativity as in a different overall thought pattern that people would tend to agree is "negative", then it does indicate that those thought patterns yield greater memory formation and JUDGMENT. Emphasis on judgment because I can't count how often you come across Feelers who would condemn Thinkers for their realistic cynicism, though I would often argue that way of thinking is far far far better for making sound judgments. Since we all need to make judgments to SURVIVE, it seems to me it's hard to knock the supreme utility of that form of thinking.
If I weren't so cynical, I'd never be able to maintain the same level of mental clarity and understanding of the real world in all of its workings. I don't care what the positive is, I only care what the reality is, even if it means perpetual sadness for my understanding of that reality.