As someone who hasn't played much fortress mode, I may ironically be rather qualified to answer this question. I think the root of the problem here is that your play experience is perfect. You know the game inside and out, so you know exactly how to play it to keep your dwarves happy. You build temples, give them alcohol, etc. You (reasonably) want a play experience where traumatized dwarves are permanently scarred from their experiences, no matter how happy their lives are. This leads you to tune the game in a way frustrating for new players. But we can fix that!
Tutorials are Important
Meeting needs is a balancing act, but a new player can't really balance. When people learn things, they tend to focus on one thing at a time; a new player might be extremely proud of their perfectly-managed agricultural system providing a wide variety of both food and alcohol. Yet by the time the player figures that out, their dwarves are extremely grumpy because they haven't had a place to sleep. Or perhaps you never really took on the intimidating textile industry, so your dwarves are naked and embarrassing each other.
There's also something to be said about impressions. When you give a list of the likes and interests of each dwarf (their favorite animals and food, etc), you put a Chekov's gun in the player's face that tells them "you need to give them this to make them happy" and a lot of times you simply don't have access to the things they like. When you consider trying to custom order something for every dwarf, it's very overwhelming. Perhaps that's information that might be hidden from the player until they discover it? Like, you don't know your dwarf loves kangaroos until either they see a kangaroo and are ecstatic (happy surprise!) or explicitly are asking for one (prompting the player to engrave a kangaroo in their room). In this way, a player doesn't feel like they are expected to counter negative thoughts with pampering but rather by eliminating the root cause of the problem (more on this later).
In fact, this could apply to literally all of the happiness & needs mechanics. They should be introduced to the new player slowly, and they should *not exist* until you're teaching the player how to solve them. For example, make their clothing immune to wear until you've started teaching the textile industry. Once you're ready to introduce that mechanic, artificially introduce the complication in a controlled fashion to create a sense of urgency, like "oh no, Urist McUristson's pants are suddenly looking ragged! Why don't we make em a new pair?"
Unmet Needs are Needlessly Frustrating
Even a solid tutorial mode isn't always enough for new players, who are still learning the ropes. No tutorial teaches every mechanic in the game, and dwarf fortress can be particularly overwhelming. The best way to learn is honestly to make mistakes, and players need to be able to do so without having to abandon everything. This is especially important in a game that encourages players to stick with the consequences of their actions even when they are unfavorable (instead of loading a copy of a previous save). For a bowling analogy, if stress complications are the gutters of DF, there could probably be more bumpers in the game, without fundamentally damaging your desired experience.
Why do you need my permission?
One such bumper is self-solving needs. Some needs should be self-solving if left alone, even if the dwarves do so grumbling and huffily. For example, religion. Pious dwarves without access to a temple might get fed up waiting, claim a workshop as their own (much like a dwarf with a strange mood) and then craft... a perfectly ordinary figurine of their god, from whatever materials are abundant. They they squirrel it away in their room, and use their room as a temple. So long as nothing destroys the shrine they set up, they pray there on their own, fulfilling their needs. This would open the door for a particularly happy thought down the road, should you create an official temple. Suddenly this adds a whole layer of depth to the world of the game, while not permanently punishing players for a mistake or oversight.
Other examples of this would be needs for martial training or crafting. If a dwarf wants to do something, they ought to seek that activity out, regardless of whether the relevant labor is enabled, by doing so in their downtime. Dwarves dance and sing without my permission, so why do I need to make them train if that's their biz? Dwarves whose jobs are fulfilling should be happier overall than most dwarves, but even if their jobs aren't fulfilling they should still be able to find that fulfillment elsewhere. There's also definitely room for mechanisms for players to override these needs (perhaps through the management and justice systems), which might prove productive in the short-term but dangerous to the mental health of the fortress if used extensively. The military already has that, but managers should have that power too.
Get Over It
Another powerful aid to the new player/sadist: adaptation. I know this is implemented for many negative thoughts, but to my knowledge it could be expanded upon further. People live surprisingly content lives even in the most squalid conditions. This is because in part they become used to most conditions, even if they are generally less happy as a result. Continuing our religion example, in a world where personal shrines are outlawed, routinely confiscated or stolen, or just not implemented, they might find other ways to cope. Maybe they pray where they are periodically throughout the day, slowing the progress of their work. Doing this secret praying might give them an unhappy thought at first (forced to resort to private worship) but eventually they should become used to these terms of living, so that a lack of prayer can't drive a dwarf to madness. Thanks to the thought overhaul, that in particular isn't usually a problem, it's worth mentioning all the same.
Specifically with the memory system of dwarves, there's something to be said for humanity's predilection towards happiness. I've had dwarves go sad from reflecting on too much rain*. One bad thought can rack up problems for years to come. People tend to remember happy things better, push away unhappy thoughts, and linger on the good times they have had more than the bad ones. Dwarves should dwell on happy thoughts at least as often as they dwell on unhappy ones, regardless of how unhappy their lives are. As long as they have some anchor in their lives they can reflect on, most people can make it through some pretty crazy traumas.
*Side note, if rain makes dwarves unhappy, why don't any of them appreciate the beauty of a sunny day? Why don't any dwarves love the rain, as some humans do? Sure, loving nature and the outdoors is probably atypical for a race that lives underground, but every race has its oddballs, and working outside has it's own merits that some people find quite fulfilling.
Overcoming Urist's Second Law of Ethodynamics
There's a much more fundamental problem frustrating your players than a lack of understanding of the mechanics of play or having to micromanage their dwarves. Unhappiness in DF feels like it mirrors the second law of thermodynamics; the happiness of a dwarf can only decrease, absolutely nothing can make it increase. While not technically true, it definitely feels that way. This, once again, is partially the result of tuning a game to perfect play. By the time you notice your dwarves are unhappy, (ie they are avoiding crucial boozemaking responsibilities in favor of flipping tables and punching the innocent jeweler square in the face), it's already too late. They need more visible emotions from the main screen (like when they have a strong emotional thought), with inspection giving us insight into the reason and nature of the particular thought. Humans are very expressive, but our dwarves are not.
So far, everything I've discussed has mostly been about helping players avoid getting their dwarves to a point where they start getting upset and causing trouble. A source of trauma may be unavoidable for a fortress, or for a given player's playstyle (especially if inexperienced). Giving them a stopgap on the long-path to recovery is absolutely essential. Yet as the game stands, there is nothing a player can do to immediately start turning a dwarf's life around, even if they start focusing all their efforts on making their life magical in every way. Fundamentally, a sad dwarf still stands perilously close to an outburst. I touched earlier on the notion of how to dwarves should tend to dwell on happy thoughts to escape the bad thoughts. When faced with routine trauma, they attempt to escape by distracting themselves in some way. They don't just withdraw, they indulge.
Coping Mechanisms
Dwarves need coping mechanisms, even if they aren't always healthy for them! This is a great way to give dwarves individuality, as each dwarf might turn to different coping mechanisms. More often than insanity, stress and trauma should give dwarves new needs, which may or may not be ones they already had. These needs are unusually strong, because they are just a transient solution to an unsolvable problem. Perhaps a dwarf might start drinking in excess, reading books (if they can), admiring furniture, admiring art, learning an instrument, learning a dance, crafting new things, something, ANYTHING to get their mind off of what's really troubling them (or what their assigned/typical/skilled labors are!). If the player is bold enough to try to intervene in the dwarf's self-destructive/consumptive/excessive behavior, then all sorts of FUN should ensue. Yet, if the dwarf is allowed to indulge freely, they must acquire an incredibly formidable resistance to sadness.
Mechanically, a coping mechanism shouldn't create a need that can't be fulfilled by what's available to the fortress. Instead, it should dramatically increase the demand for something, in such a way that provides new challenges for the player. Make sadness a setback that provides counterplay, a new obstacle to overcome. Don't make it a punishment. If a soldier copes by admiring furniture, sadness past their breaking point causes them to seek out new furniture they haven't appreciated yet/recently. When they run out of new furniture, then they start demonstrating the effects of the underlying trauma. Now the player has a clear way to keep the morose dwarf happy: make more furniture.
Final Thoughts
Threetoe if you read all that I'm thrilled, heck I'm happy if you just skimmed it. But hopefully I've both given you some insight into the frustrations of your players, as well as some ideas on how to fix them.