I've done a couple rounds in therapy, and in coming with that there's a lot of reading and learning about psychology.
One of the concepts that keeps coming up is that the patient will often resist the treatment - even when they're directing their treatment themselves.
Part of the reason for this is that the brain ultimately wants to keep you safe. However what's safe isn't necessarily what's good for you. The brain craves repetition on a subconscious level because repetition is familiar and familiar is safe.
So if you're in a bad mood, particularly if you're in a bad mood all the time, on some level subconsciously you want to be in a bad mood.
Another way to look at it might be that if you're already feeling bad, you have fewer mental resources to deal with. If your already in a position of scarcity, it can be difficult to come up with the motivation to change your attitude