Because deep down you think if you're actually happy - not mindlessly joyful every second, mind you, but just content and pleasantly satisfied with your life - that something really bad will happen to you or someone close to you? I know it sounds stupid, but for years I've felt that way. It seems like everything is going well, and then boom! You get some awful disease or one of your parents dies unexpectedly, or your house burns to the ground or someone you're good friends with moves halfway across the country and you never see them again, or you're murdered.
So you think that you have to be at least a little unhappy and depressed so things will be "safer".
It seems true enough. Like when 9/11 happened, it was just an ordinary day, and no one saw it coming before it happened. Although the day it did happen my own personal life was falling apart. Whenever I hear about someone being brutally killed it's always like their life was happy and they were a good person loved by everyone they knew. When I was a kid I used to hear the expression "The good die young". So what, I'll die young unless I steal and murder and stuff??
Apparently it's not that unusual, even in Western society where happiness is not just seen as a temporary emotion but some kind of priceless treasure that no one can have enough of. As if.