#1 - because its not easy to do, it's counter-intuitive, and it is a long-term solution which doesn't provide instant gratification. #2 - because the happiness the Dalai Lama speaks of is not what our capatilistic and materialistic society generally trains us to understand and accept. #3 - because what the Dalai Lama means by compassion is not necessarily the definition most Americans use - it can often mean telling people what they don't want to hear, not giving in to their desires, or not allowing them to keep on deluding themselves. It can be a (non-physical) very tough-love approach - not at all easy to hear or accept. It is NOT telling people what they want to hear, giving them whatever they want, catering to their selfish desires, allowing them to maintain their illusions and delusions, etc.
Buddhist compassion is hard work, both for the person practicing it and those upon whom it is practiced. It is a transformative experience, for both.