It appears you have three distinct but related questions, which I will briefly address in order:
1) Why does Jesus say they would rejoice if the disciples had loved him?
We should consider what it means to 'love' Jesus.
The verbs ἠγαπᾶτέ and ἐχάρητε (Joh 14:28 BGT) are given in the aorist, which could be used to indicate a future event. Similar to how in English we may use the subjunctive to indicate a future hypothetical.
In the given verse, Jesus is nearing the end of what is widely referred to as a Farewell Address, and he is giving information to his disciples about future events that have not yet occurred. "Jesus has told the disciples what will happen before it occurs, before they can know and, in the full sense, believe" (Moody Smith, 278). In other words, because the disciples cannot yet fully comprehend the meaning of Jesus' actions and words they cannot fully believe or in a sense fully love him in the way that is required by faith. In this chapter Love is defined as "keeping my commandments" (Jn 14:15, 21). Only later, when the Jesus has departed, died, and returned to the Father, will the disciples fully be able to comprehend and then believe (v 29). In addition, Jesus asks the Father to send another Advocate on his behalf to remind and further teach the disciples what it means to keep his commands, thereby completing their ability to love Jesus.
In sum then, we might understand that the disciples will not rejoice until the fulfillment of Jesus' return to the Father because at this point in the narrative they have not fully come to love - or follow Jesus' commandments - due to their incomplete understanding.
Stated another way, we could read it as though Jesus is saying "if only you knew the extent of what I am doing for you, you would be rejoicing, but since you do not yet fully understand you do not."
2) What is the link between God's superiority over Jesus and their happiness?
Jerome Neyrey makes the case that, throughout the Gospel of John, Jesus acts as the 'broker' for God the Father. He is in a sense the "go-between" for establishing the relationship between humanity and the divine being, presenting himself as the 'Way' to the Father (Neyrey, 244). God is the source of peace Εἰρήνην (Joh 14:27 BGT), which Neyrey and D. Moody Smith point out is the Greek rendering of shalom - more widely referring to a "plenitude of blessings" (Neyrey, 244). Jesus, being God's broker, is given authority over the distribution of God's peace and blessings. This is in a sense the primacy of God that you were asking about. God is the source of blessings, but only accessible through the brokerage of Jesus (Jn 14:14, et. al).
3) What is the link between their loving Jesus and Jesus going to the Father "who is greater than all" (John 10:29)?
This question is closely related to the prior. Again, Neyrey cites Tricia Brown saying that, while Jesus acts as broker between God the Father and humanity, the Advocate/Paraclete acts as sub-broker on behalf of Jesus (Neyrey, 252). Jesus prays to the Father asking that the Advocate is sent (Jn 14:16, 26) and that the Advocate will be with the disciples forever in Jesus' absence. This Advocate then "will teach [them] everything and remind [them] of all that [Jesus] told [them]" (Joh 14:26 NAB). This will reinforce the commandments that are required by Jesus to fulfill the brokerage of the blessings from the Father.
Moody Smith makes the claim that the "the if-clause of verse 28b is actually a contrary-to-fact condition, which does not imply that the disciples will not love Jesus, but rather that they cannot love him fully or properly until his departure, his death, and glorification" (Moody Smith, 278). Upon the completion of Jesus' glorification in the Father, the disciples then have direct access to the Father, who is indeed greater than all, through the brokerage of Jesus and the Advocate.
In the context of John 10:29 Jesus talks about the gifts of eternal life that he bestows upon his 'sheep' (v 27) and the surety that he maintains over their safety - "no man is able to pluck them out of my Father's hand" (v 29). These are the promises that Jesus grants from the Father to those who keep his commands.
The importance of "the Father who is greater than all" should be clear at this point. The Father is the source of all blessings and happiness, and only through access granted by God's agent on earth can one hope to gain access to Him who has given all authority over to Jesus (Jn 5:22; 17:2).
I attempt to address the text from a narrative critical perspective, not trying to bring in dogmatic frameworks that might influence exegesis. Historical criticism might also be useful, but I came across nothing of note in my brief exploration of the topic.
Moody Smith, D. John. Nashville: Abingdon Press, 1999.
Neyrey, Jerome H. S.J. The Gospel of John. New York: Cambridge University Press, 2007.