He's talking about how women don't seem to understand that happiness is not a constant state that you can have indefinitely. Humans are naturally creatures of discontentment and constantly need to move from point A to point B; self improvement.
Emotions by in large are like chemotaxis, it's meant to drive you from one state to another and when you're in the process of moving from point A to point B, you are the most happy. Once you reach point B, you eventually go back to a state of discontentment and begin feeling sad. This perfect align with relationships and the so called honeymoon phase where people are the most happy in relationship.
This explains why we see that despite some women being married to guys who are rich, successful, and handsome they still feel dissatisfied in the end and want to move on to someone else. E. g. Tom Brady and his ex-wife.
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