You can't blame the Hollow Men for being dissatisfied. They are trapped in the desert on the bank of a river they can't get across. In fact, you would expect them to be even more ticked off than they are. But quite frankly, they can't even muster the enthusiasm to complain. They try not to say anything at all. (When you don't have a proper soul, it's harder to get worked up about soul-crushing misery.) The Hollow Men are like the souls in Canto 3 of Dante's Inferno, who are so bland and cowardly that they are excluded even from the fantastically grotesque torments of Hell.
The Hollow Men do not realize how unhappy they are because they do not understand the joys of Heaven enough to know what they are missing.
The Hollow Men understand the joys of Heaven at an emotional, but not an intellectual, level. Thus, they are deeply unhappy as they intuit their damnation but cannot explain it.