People are not entirely stupid (they are, but that is a different story).
A person moves through life from choice to choice and by all kinds of circumstances and decisions he is getting a whole life put in place with various preferences, learned wisdom (which is mostly depending on his own situations), obligations, etc.
The guy may have his life truly optimized, if we are watching one parameter at a time, and asking what other levels for this specific parameter would be right. For every single thing the person looks at he finds that his current preference is about optimal.
What we perceive as a possible unrealized optimization potential that is different from what the lad does, involves usually changing several things in life together (a perception of things, priorities, and anything else that is under an individual's control).
This is a very different story. Objectively, it is much harder to optimize and even check all various combinations of changes in a system.
A person does not - and cannot - check all possible combinations to find what theoretical mix would be better than the status quo.
Then, we will have both things true.
1) Every parameter in this life is optimal. i.e. No other value state is better.
2) There are unexploited states that are better. These are made of combinations of several at once.
This brings about a very intriguing state. The better options are quite hidden because they involve complex changes. These combined changes, are states we know much less about because they are far from the status quo.
PS. Risks and rewards of changing several things together
We know less about what will happen.
You cannot understand properly what happened. If you have changed more than one thing in your life and you see changes in how you feel and function, you cannot know which change has caused the change in feeling. I had a similar situation when I changed four central things in life together and life became horrible. It was hard to truly know what part every single thing has. With less knowledge, you can manage life less effectively (assuming you manage life, you know to manage life, and that it is good that you manage your life )
A person learns a lot about himself throught life. Much knowledge and practical know-how, are based on his regular way of living. When life changes significantly, older habits and knowledge become less relevant, which implies a loss whihc is serious at times.
Some will say that changing makes a person younger, and maybe even makes life worthwhile living (why?).
Living vs. feeling good. Some philosophers believe that being alive is more important than feeling good. changing etc. can make a person more alive. I disagree that anything can be more important than feeling good. But the claim is relevant to the question. I am not sure what people think/act in this regard (i.e. feeling goood vs. "being alive").
 If you do not like this comment, it is based on more complex stuff not introduced here.
The illusion of suboptimality and irrationality That by looking only at better options, we get the illusion that the current state is suboptimal. We ignore the whole picture whihc contains a lot of much worse options.
Jump to achieve/change That sometimes a change is costly short term, but worth it long term.
Latent potentials That there are various unseen potential in things. You see only the realized. Unrealized potential can come by incidently or intentionaly. the true space of possibilities is much wider than what we see.
WWDNGH 5: Technical optimization and human beings That humans are not optimizing their life technically. We are - for some unknown reasons - not optimization machines.