One of my males is very docile. Most docile male I have. He never bubblenests. Not even when he was living in a breeders' box in my sorority tank or sharing a divided tank with a female. This is even after being kept on a high protein diet of live, frozen and pelleted foods.
He now lives in my big community tank and still no bubblenest. He's very active, healthy, and clearly loving having so much space to explore.
Just because they don't build bubblenests doesn't necessarily mean anything is wrong with them. It's a purely instinctual thing, and not an indication of good health or 'happiness' in bettas.