Although some non-Theravadin Buddhist texts insist that happiness can be found by abandoning one’s smaller, separate identity and embracing the interconnected identity of all interdependent things, this teaching cannot be found in the Pali canon.
To be fair, I’m taking Thanissaro Bhikkhu’s words out context. That quote stands here alone for its shock value to the Mahayanists. I encourage you to peruse his book to find the paragraph in question and understand that quote in its fuller context. You may still find your hair standing on end no less.