It's not ungrateful to God to be honest with Him and with ourselves. We can appreciate what we have, but we don't have to deceive ourselves when something is not making us as happy as we think it should. That will only make us false and bitter, and may cause us to turn to shameful action in pursuit of temporary happiness.
The Lord knows our hearts and loves us as we are. He wants us to be honest with Him and talk to Him about our pain and frustration, and to ask Him for help. If we ask for the wrong kind of help, He will gently lead us to what we really need.
Recognizing our dissatisfaction with something and deciding on a course of action are two different things. We can gratefully receive a gift even though we know in our hearts that we don't like it very much, or we find out it's not everything we had hoped. The Lord will help us find the right way to be either content with what we have or let him lead us to what we really need.