On the surface, Albus seems like your typical mopey fifteen-year-old. But do you think Albus has a reason to be mopey? Is he justified in feeling disappointed with his relationship with his famous father?
GINNY: You can be honest with him, Harry… That's all he needs.
HARRY: I just wish he was more like James or Lily.
GINNY (dry): Yeah, maybe don't be that honest. (1.9.25-1.9.27)
Harry is disappointed with his own son for not being slick, cool, and popular. To Harry, that makes Albus difficult to handle, and Harry would rather Albus conform to his standards. On the other side, Ginny might just be disappointed with Harry's terrible parenting skills.
SCORPIUS/HARRY: I know the—Voldemort thing isn't—true—and—you know—but sometimes, I think I can see my dad thinking: How did I produce this? (1.19.14)
This is very layered. So Scorpius has Polyjuiced himself into Harry, but he's talking about himself. Scorpius is rumored to be Voldemort's son, and sometimes he entertains the thought because he feels so different from his father. Harry Potter has his own complex relationship with Voldemort, and maybe he wonders what his own dad would think of him too, if his own dad were still alive.
ALBUS/RON: Still better than my dad. I'm pretty sure he spends most of his time thinking: How can I give him back? (1.19.15)
This line isn't as layered as Scorpius' quote above, but neither Albus nor Ron (no offense, Weasley) are very deep thinkers.
AUNT PETUNIA: I supposed it's only ourselves we've got to blame that you've turned out… such a limp disappointment. (2.1.4)
Harry basically parents Albus the way Aunt Petunia parented him, except at least she was blunt, honest, and upfront about her hatred for young Harry.
ALBUS: Hogwarts isn't actually that pleasant a place when you don't fit in. (2.8.49)
Harry, who at forty must look like John Lennon with his (rose-colored) glasses, refuses to acknowledge the stress Albus is going through because he doesn't fit in. For Albus, Hogwarts is a disappointment.
ALBUS: What are you doing here?
HERMIONE: Teaching. For my sins. (2.11.6-2.11.7)
We kind of imagined Hermione being a teacher because she was such a good student…so why is she so disappointed at being a teacher in this alternate timeline?
SCORPIUS: Can you even slightly imagine what's like? Have you even ever tried? No. Because you can't see beyond the end of your nose. Because you can't see beyond the end of your stupid thinkg with your dad. He will always be Harry Potter, you know that, right? And you will always be his son. And I know it's hard, and the other kids are awful, but you have to learn to be okay with that, because—there are worse things, okay? […] So I'm sorry if I've ruined your life because I tell you – you wouldn't have a chance of ruining mine – it was already ruined. You just didn't make it better. Because you're a terrible—the most terrible—friend. (2.16.52)
Scorpius has no qualms about keeping it real to his best friend, or to anyone. When he is disappointed in the way things are going, he speaks up and does something about it. He does it here to Albus, and he does it in Act 3 with his own father in the alternate timeline. Scorpius is never content to wallow in his own misery the way Albus is.
DELPHI: Take my mind. Take my memory. Make me forget who I am. (4.11.123)
Delphi has structured her entire life around finding a way to meet her father. And when she gets a Voldemort's-nose-length away from meeting her father, Harry stops her from doing it. Disappointed with what a failure she was, she wants to forget everything. But Harry knows that the greatest punishment is to remember.
HARRY: But the thing that scares me most, Albus Severus Potter, is being a dad to you. (4.15.25)
Harry voices his disappointment clearly here, and in a way that Albus knows that Harry isn't necessarily disappointed with Albus (let's be real though: he is), but he's more disappointed in himself for failing his son when he needs his dad most.