The thing is, in my experience at least, the feeling you describe is also fleeting. I have watched any number of people struggle for years in hopes of finding a spiritual happiness pill - a way to always feel that connectedness of which you speak. Even Mother Theresa struggled with her faith. In her later years, she never felt the the spiritual connection that she felt in her youth. You might say that she took her faith on faith. Imo, faith is much more subtle than a warm fuzzy feeling. It is a philosophy one adopts in spite of the frequent if not permanent loss of connectedness. The real trick is to believe it even when you don't feel it.
It is hard for me to believe that the rates of depression are not linked to the loss of spirituality. To some extent, I think we have rationalized our way out of happiness.