So Bob. Yes, she's generally happy. But she still wishes she was more like anyone else. Seriously, she'd practically give anything to just be a normal child of literally any other species in existence and have a family. She's also vaguely aware that she won't have kids, but that bombshell is for many years in the future. That sort of makes her sad but it only really comes into play when she realizes again how different she is, and then she doesn't really want to bother anyone with it, lest she seem more different. Really it's a huge circle of not liking who you are. And she doesn't even know who she is yet. On top of that, she doesn't fit into the 'child' or 'adult' categories. She's mature enough to make decisions a child wouldn't be able to make, and she's fairly intelligent, but there's a lot that needs to be explained to her that no one realizes she doesn't know, so she doesn't quite work as an adult either. Although once she has a long time to work past being a mis-match, she can probably find some peace relatively soon.
Namine is a mess of problems that make those problems seem tiny. She has the entire 'not fitting in' thing, but instead of thinking she's weird, Namine thinks that people consider her a monster. It's a combination of what she's done and how she was born, but she sort of thinks of herself as a monster, too, now. Essentially, if Bob isn't comfortable with herself, Namine actually hates herself. Bob has friends. Namine hopes for friends, but she has no hope of having them. When she found Alt!Lucky gone, she was disappointed, but not at all surprised. She doesn't recognize that she's on better moral footing, mostly because she's confused about morality in the first place. This means that even though she's essentially renounced the needless killing, she doesn't realize that that's a good thing. In her opinion, her current path is just as bad as the one she was on, it's just easier for her somehow. So, now she considers herself weak /and/ a monster. She wants to have relationships, but has no idea how to form them. Plus, because she thinks that everyone must think she's terrible, she can't trust anyone enough to really learn anything. So there's no one to reassure her of morality, no one to cheer her up, and no one to stop her from being lonely.
As a last point, both Bob and Namine are very lonely at times. Namine's loneliness is just more constant, severe, and justified.