Yes, that precise statement is given by Morty after his whole family was killed and replaced by another one, but if you rewatch the scene it's very clear that he's definitely not okay! He's trying to find comfort in behaving and rationalizing like Rick would, but being miserable while doing so anyways. At no point during that scene, or the whole show for that matter, is the message that it's the correct approach to coping with anything! If anything, only after the characters suffer cathartic moments and let their emotions run free for a bit is when we see some sort of growth and positivity.