Perhaps the starkest example of this phenomenon is when atheists lament that there aren't any atheist churches. 50 years ago, if you were an atheist, you still went to church. They were still the pillars that communities revolved around, the very loom of the fabric of society.Nowadays, we've thrown away every last bit of symbolism that brings people together and wonder why we're so lonely. If things aren't perfectly rational, people's minds rebel immediately and harshly, like it's my fault you don't understand a concept requiring depth of study to really grasp.
You had me up until here. First of all, who's lonely, who's "we"? In a conformist society, those who think differently can find it more lonely, by definition. Second, atheists went to Church? Well was that because if they didn't, they were ostracized -- and, well, lonely?
Children of higher intelligence (we do believe that it's possible that we're not all blank slates at birth, right?) tend to find it more lonely than children of average intelligence.
If you consider yourself an exceptional (in some way) person -- rightly or wrongly -- you'll find things more complicated socially.
Now I think you're onto something with the rationality bit, but not in the Nietzschean way you're alluding to (religion and community). Instead, well look at how we create our social bonds in the U.S.: use-value.
Have you ever been in a position of power, and found that suddenly everyone wanted to be your friend?
Or, have you read what men and women write on dating websites in terms of what they want? These to me are more evidence of a "rationality militates against happiness" than your strange atheist example.