What is she doing that makes you think she is unhappy? Is it just that she tries to escape? If so that is pretty normal, chins that want to spend most of their time in the cage are the less common ones. It's like a little kid wanting to spend more time outside playing vs just playing in the house. Aside from a wheel what else do you have for her to do in the cage and how big is the cage? Do you have lots of shelves, ledges, and perches to hop around on? As well as tunnels, hammocks, hideouts, and stuff like that? Some chins like when you rearrange the cage too so everything is "new" and allows them to spend time exploring the cage, just be careful when doing that, chins get use to where things are so are more likely to miss jumps when you change things around. Also what do you have for toys in the cage? It's a good idea to have an assortment of hanging and toss toys of different chin safe materials (wood, loofah, palm leaf, coconut shell, bamboo, pumice/lava, vine, etc), and rotate them like you would a dog to keep things interesting. You can also make her forage a bit for her food, rather then just putting all the food in one bowl you can get a few bowls and put a little bit of food in each in different parts of the cage for her to find. Same thing with the hay, rather then just in a hay holder put hay in different spots, small clay pots. coconut shells, and cholla logs work great for that, and you can use different kinds of hay as well to make it more interesting. I also hide chew sticks and little bits of treats around the cage for my chin to find.
Just to be clear when you say "dirt baths" you do mean dust baths right? Chins should be given pumice dust to bath in a couple times a week, not dirt.