The Buddha's teachings point us to the kinds of happiness that are not dependent on having things go our way, and so are, from that perspective, very strange.
Learning to recognise,accept, investigate and dis-identify from afflictive emotions cultivates wisdom and compassion and increases our capacity for joy.
For those, who struggle with the advaita/ non-duality teachings, the yoga also offers the alternative and/or additional practice of "surrender to God", a devotional practice. Readings of the mystic Kabir are used to illustrate the devotional aspects of the yoga practice as lied down in the Patanjali Sutras.
Yoga should not get confused with the circus like postures we see today. It is meditation in movement, slow and inward focused. The quietening of the mind, until it can experience the silence within and around us, is what we are looking for. The practice is one of simplicity and kindness, no striving.