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It depends a lot on what you mean by "worse." Is it worse for Willy to be kept in his fantasy world where he thinks everything is the way that he believes it to be, or is it worse for him to have that world challenged by the brutal, uncompromising truth? These are certainly the roles that the two brothers play. Note how in the restaurant scene Happy advises Biff to lie to his father about what happened with his meeting with Bill Oliver:
You leave the house tomorrow and come back at night and say Oliver is thining it over. And he thinks it over for a couple of weeks, and gradually it fades away and nobody's the worse.
Happy's whole attitude towards his father is to do whatever it takes to keep him believing in his dreams, no matter what reality suggests. Biff, on the other hand, insists on challenging Willy and insisting that he hears the truth. This is shown when he insists that he was nothing more than a shipping clerk with Bill Oliver rather than a salesman.
The answer to your question depends a lot on whether you think it is kinder to keep Willy in his delusory world or whether it is better for him to face the truth. For me, I think it is worse to lie to him, so I think Happy is the character who is worse towards his father. Biff tries to challenge Willy for his own good, even though it has such catastrophic consequences.
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