As someone who has been to Sikkim and spoken with people there, I can say they are proud and happy to be Indians. In fact, they receive several concessions from the Indian state for being part of the Union - for example, they are exempt from income tax. While a referendum may not always be the best measure of sentiment, the absence of insurgency in Sikkim (unlike in some other regions in India) suggests that people are broadly content with being part of India.