"Are you not having fun?"
From what I remember from when we briefly studied it in class, we used it to show when you want to give a reason, or ask for a reason/more information etc. Implying a little extra in a sentence, or asking for a little more explanation.
I could be way off tho, so take that with a grain of salt.
"Is it not fun?" should be an acceptable answer as well, since that's more to the letter and less contextual.
楽しさをしていないんですか, however, is not correct. 楽しさ is a kind of 'qualitative' noun (not sure if there's a proper word for that) like "the fun-ness / enjoyability" and is not something that you can する. If you prefer "fun" as a more 'solid' noun, you could use 楽しみ（"pleasure / enjoyment"), which can be used with する, only with a different particle: 楽しみにしています。(usually preceded by a direct object)
Still, LinguDemo's comment (above yours) of 楽しんでいませんか would probably be the better choice.