Sometimes our purpose as a father is to protect our family from themselves. We have to keep them from being overcome by their own weaknesses and from giving in to their own wants. It may mean that at times we make them unhappy for a while. That may make us unhappy for a while as well, but the Bible is clear that the father disciplines the one he loves and that no discipline seems pleasant at the time. (Hebrews 12:5-11) The point of discipline is to produce the proper results in the end not to make it fun all the time.
We need to protect our families from the overwhelming emphasis on fun and entertainment and the get everything you want whenever you want it mentality that is so prevalent in our society today.