I wonder if it was just Alphes' doing, or ZUN told Alphes to draw Sanae with that look on her eyes. She doesn't look particularly happy in the other pic with her in her school uniform either
I don't think Sanae's unhappy, but given what we know, her life in the 'real' world would not have exactly been 'normal'. Plus, with an outfit like that, people will very likely think her odd, even without knowing her connection to the Moriya Shrine deities.