The problem is that you have history and a long, long list of influence creative persons who have had some degree of mental illness or some other dysfunction that highly suggest that there's correlation. A friend of mine and I once had a long discussion about this after seeing the movie Pollack. My friend, aprof of philosophy at the time, surmised that creative people are more sensitive and "open" to the world around them, and so they tend to be more vulnerable to stress. I think that's part of it. One of the problem many unstable, creative people suffer with is lacking those"filters" that normal people seem to have, and it's amized blessing. On one hand, they can see endless possibilities and inspirations, and on the other, they are unable to shut out a lot of things that overwhelm the pysche.
I think also another part of it is simple neurology, that preceeds psyhchology. Highly creative people often aren't that far removed from those ultra-creative people, the savants, who are wired in a way that all they can do on a functional level is be creative. With a savant, brain activity that would otherwise be used for varied, mundane tasks gets funneled into one narrow area, so the brain is hypercharged in that one area yet deficient in several others. In highly creative people who aren't savants, it's more like a lot of brain activity goes into the creative area, and this is drain on the other areas. So other varied, mundane task suffer, even though the brain isn't as deficient in these task as it would be for a savant.
A lot of researchers think that if you can get a savant to learn mundane tasks on a functional level, their savantism will suffer, because that's draining brain activity from that area. There's even some evidence that's true. If so, this happenes with highly creative people, but on a more subtle levels. Honestly, I think I'm living proof of that. I had savant-like gifts as a child, which began to fade as I got into my teen years and learned more diverse skills. Nowadays, it's very hard to find a balance. It's like my brain can only handle so much at one time. I can get myself into gear and be functional and all, but then my creativity suffers. And when I focus more on my creativity, I start having trouble being functional in other ways. In way I think that a cycle is good for me, because whatever my brain does, it does it intensely, and I can really burn myself out. Then i start coming unhinged and it ain't pretty. The problem is, where am I going ot find a job that lets me work two weeks, and then go off and write or play guitar for the next two weeks? This is why I'm so determined to become a writer, so I can have more control over my schedule. But unto then I'm pretty much struggling to keep my sanity.