Statistically, good and bad things befall every single person equally. A traumatic childhood, complex family dynamics, MH issues, neurodivergence, serious health problems, infertility, addiction, abusive relationships etc are terrible things to go through and obviously have nothing to do with money. Nobody wants to switch places with someone diagnosed with cancer, regardless of how many millions they have.
However the odd thing about these "money can't buy happiness" people is that they have a cognitive dissonance that bad things can (and do) happen to poor people as well. Whatever terrible life tragedy they trot out as an example of how money can't by happiness, chances are identical that it will happen to someone who's also poor. All things being even, it's much better to have money than not.
What money buys is a massively elevated baseline of human experience. Every person is only here for a lifetime and the world has far more things to offer than anyone could possibly experience in the time they're on this planet. You have a few decades to build a career, meet a partner, have children and create a home. That's already a massive undertaking. However if you factor in how many years of life go into saving and scrimping so you can have one enjoyable experience, then it's much better to have an unlimited source of wealth.
Is it really "fun" to save up for 5 years to afford a single holiday? It's noble, no doubt, but in the end the only person living that life is yourself. If you had unlimited money you could take 5 luxury holidays every year if you wanted. You can see and experience new things every few months and give your children the same life. You could stop working completely and pursue things that relax you or interest you. The reason most wealthy women are skinny is that they literally have more time to focus on being thin. They aren't juggling a million things at once and comfort eating at night. It's much easier to become the person you've always wanted to be with enough money. Money essentially gives you the potential to become the best possible version of yourself in this single lifetime. It doesn't protect you from tragedies but neither does being poor.