According to Osho, yes—feeling you haven't gone inside despite happiness is not only possible but almost certain when joy is borrowed or circumstantial. Surface happiness can breed complacency; real work is to enter your own being. You won't lose happiness by going within; it will expand, ripen into bliss, and ultimately flower into enlightenment. You're on the right track—now move inward.
Yes—outer happiness doesn’t mean you’ve looked inside; start exploring within so joy can deepen into lasting peace.