Spoilers: Order of the Phoenix
What the living don't understand about it is that it isn't a place where you're always happy. There are no fluffy white clouds and they don't float around wearing halos and wings. It's not about being perfectly happy.
You're you, but you're not quite. In life you were more and here you are less. You can't do magic anymore, for one thing.
You don't cry and you don't laugh, but you still feel. Somewhat.
You watch the living, sometimes. The longer people are here, the less they watch, but you haven't been here long enough for the people you love to have joined you. You still have a sister living, and a son. And so you watch them.
It hurts that you can't reach out to touch them; that they don't know you're here. It's a dull sort of hurt, though, a familiar ache. It's not enough to drive you crazy. If you were alive it would – but you're not.
You're not alone here. There are three of you watching over your son. One has just arrived; the other has been with you ever since you arrived.
You didn't expect to see him so soon, and James didn't either. But you know that it makes him happy – if he could be properly happy – to have him here. He has crossed over, and now James has one less person to watch in the living world, and one more lover on this side.
You might hate him if you could hate; might be jealous if you were capable of feeling strongly enough. But you know there's nothing you can do about this, and so you welcome him, because that's really the only option left to you.