Answer
This mentality arises primarily in people who spend their time daydreaming, speculating, and imagining that happiness always lies somewhere else.
Such thinking is common among those who are not seriously engaged in practical spiritual life.
A sincere devotee, however, remains connected with reality.
When a person seriously chants the Hare Krishna maha-mantra and practices Krishna consciousness, this tendency gradually disappears.
As one's Krishna consciousness develops, one naturally loses attraction for materialistic ways of life.
This transformation can be observed in the lives of sincere devotees.
They gradually lose interest in television, commercial entertainment, and other forms of material distraction.
They also willingly give up sinful habits such as:
Meat-eating
Intoxication
Gambling
Illicit sexual activity
Although these activities may appear enjoyable to materialistic people, a devotee develops a higher taste and no longer finds them attractive.
This is practical evidence that Krishna consciousness enlightens a person and frees them from material illusion.
As spiritual realization increases, one loses the mentality that happiness exists somewhere else in the material world.
Therefore, the solution to the "grass is greener on the other side" syndrome is simple:
Become Krishna conscious.
By developing a higher spiritual taste, one naturally becomes satisfied and no longer chases temporary material attractions.