That's because most country music is based around depressing themes such as breakups, bad relationships, death, and war.
Keep in mind that there are many upbeat country songs so maybe you're just listening to the wrong ones.
Country music is not my preference. I listened to it a bit during middle school but then it got too depressing for me so I started listening to alternative rock. It has a nice beat, easily understandable lyrics, and generally has happier topics.
I would recommend trying out www.Pandora.com. It's an internet radio station where you pick a song or artist you like and it will play songs and artists that are similar. You can vote up or down on each song to tell it what you like or don't like. It will help you expand the range of music you listen to and maybe find some songs that aren't so depressing.