Oh, he definitely wasn't happy. That's almost certainly why he tried to court her in disguise, and when he found out she was no more enthusiastic than he was it probably did turn him off some.

Another side thought. Anne of Cleeves had a lot of influence on Elizabeth I, and it may have been her life that convinced Elizabeth SHE had no need to marry. She had the example of an independent woman who had no need for a man right there in her life. (That said, I think it's fairly obvious that Elizabeth was at least somewhat androsexual and *not* actually a virgin when she died).