According to de Botton, people who think they are going to nightclubs just to dance, drink, and have fun are actually unconsciously driven by the will to live to seek opportunities for reproduction. The women in Sex and the City are presumably in the same boat. They all seem to want a man in some sense (perhaps just sex, perhaps just a friend (male or female), perhaps a husband, perhaps some other variation on this theme, depending on the character and her mood at the time), but never seem quite sure what it is that they want. The Schopenhauerian view, I take it, is that this quest is all quite pointless but more or less inevitable given our nature. We are driven by forces that we rarely see clearly and that are themselves blind. So we don't know what is going on, what we are chasing, except in vague terms. The underlying, meaningless truth is veiled from us.
Anders takes a similar kind of view. Married life does not appeal to him, not surprisingly given the view of it that is presented to him. And endless casual relationships seem pointless. So he's stuck. Can art provide a way out? Well, he doesn't have much faith in either journalism or his chances of making it as a journalist. And he doesn't seem to consider other kinds of writing. What about movies? He doesn't try to make one, but if he did I imagine it would be rather like this one, the one about him. It doesn't seem nearly as superficial as the magazine articles he mocks, but it is apt that he might think of it that way. Everything's meaningless when you're in despair.
That's a bit obscure, so here's another version. In this movie the idea of an essay on how Schopenhauer might regard Sex and the City is presented as a joke, but if you think about what such an essay might say it's actually pretty close to this movie itself. And that is not an indictment of the film but one of the things that makes it so neat.