Back to Ennis feeling shortchanged:
I can think of two possible reasons.
The first is that, as far as Ennis is concerned, he has done what he was supposed to do. He got married. He got Alma pregnant. He worked hard, even if he preferred ranch work that he could quit easily. He tried to stick it out with Alma. And then the stability of a marriage and kids was taken away from him, because ALMA went and divorced HIM.
The second is that... maybe he was a bit jealous, at some deeply buried level, of the ease with which Alma was able to go off and marry the grocer. (The reader doesn't know about it, but Ennis did call Jack after the divorce in the story. And then there's Jack's twelve hundred mile drive for nothing. Did story-Jack mention the possibility of a "sweet life" again? Whether he did or not, the implication of that drive is that Jack essentially proposed to Ennis again, and Ennis said no. Perhaps at some level Ennis wished that he could have accepted Jack's proposal. I'm not saying that Ennis was ready to rage at the injustice of society, or to ask the ACLU to help bring a lawsuit against the state of Wyoming for discrimination in their marriage laws -- the so-called "values" of his society are too deeply embedded in Ennis for that, I think. But perhaps, at some subconscious level, Ennis feels the injustice of the situation. It's deep enough to be just a vague sense of being short-changed, rather than open frustration. But maybe that's part of it.)