I'm not sure you can really say if it's "easier" either way unless you could really experience being both.
I do think consciously choosing to enjoy simple pleasures and being thankful for the present rather than yearning for the future will improve happiness, and while this isn't easy for every S by any stretch, it may be more natural for SPs in general than the non-SP population. The SJs, I don't know. I think they would have more of a tendency to dwell on the past which could be unhealthy, but also may have a more "streamlined" role in society, so it's a toss-up. But certainly Ns can, and many do, enjoy the joys of the moment without detracting from their interest in the abstract!
Ns seem to be more prone to existential/"emo" depression than Ss, since they seem more likely to worry about the abstractly depressing things, but this isn't necessarily a big part of general depression or unhappiness.
I do think all types can be happy or sad (obviously) and I don't think we can conclusively say that any type is even "generally" happier or sadder - the most I would say is that some types might tend towards emotional extremes (either in terms of person-to-person baselines or day-to-day), whereas others are generally more stable. It would be interesting to see evidence of this though (as much as you can get with mbti, at least).