I think worry is really subjective. It could a by-product of the ego in a sense that they worry because they want things their way. That may be one way some people worry and then it could be be the result of compassion.
People who are kind constantly are concerned about others and this does not mean they are not happy but on the contrary, they have more resilience or tenacity to overcome much more for others. Take for example, a mother's ability to withstand pain at childbirth and still have the capability to love the baby, who has no capacity to reciprocate this love for many years to come. This is just an example, and it is possible for people to have that kind of compassion. However, it doesn't mean that they are less happy than the average joe on the street who is mainly concern with themselves and his or her own feelings.
Therefore, like everything else, worry is subject to the motivation behind that feeling. It is the motivation that determines the happiness of that person. Of course, there is various levels of compassion which reflects with their ability to be worried and translating that worry into action for others.
