In "Elegy for Jane," happiness is a delicate, but highly contagious state—kind of like mono. It is something that, once achieved, can disappear suddenly and completely. Roethke's memories of Jane happy are juxtaposed with his memory of her in sadness. It is almost as if the knowledge of that fleeting, delicate happiness is partly responsible for the "pure depth" of her sadness.
Jane's happiness is fleeting because Roethke wants her to represent the natural world and suffering is our natural state. Good times.
Sadness is no match for happiness. In "Elegy for Jane," even shade and mold (not happy guys) started singing a happy tune when they encountered the happy wren. In the presence of true happiness, sadness disappears.