On the one hand, this could happily be an innocuous question that he asks of many people, perhaps as a way to start a conversation or learn about their attitudes. He may even be thinking about longer-term opportunities for you in the company and trying to indirectly learn more about your plans. He might have even heard that you are not so happy, and he may view you as a valuable employee whom he wants to retain.
Is it possible that you are giving off some cues that indicate that you are not happy at the company? This can be as basic as wearing a frown, complaining too often or too loudly, producing sub-par work, or maintaining a low level of enthusiasm.
However, all of this is conjecture. If you really want to know why your manager is asking you this question, there are two people to ask. First, ask yourself why he may be doing this. If you draw a blank and remain highly concerned about his thinking, you can ask him. Hopefully, his response will make you happy.
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