I don't know that I intentionally do it, but I know that sappy, romantic movies always trigger me to feel hopeless and that I'm destined to live out the rest of my days alone. I have to work really, really hard to not get sucked into watching one of them, especially if I'm already feeling a little down to begin with and I'm alone. I can usually handle them if I'm in a group of people.
I have to make a point of watching something action/adventure, suspense, or non-romantic comedy during those times.
Sorry I don't have an answer for you, but I sure know what you're talking about. Maybe it's because you're so used to the anxiety, that when everything is calm things don't feel right, so you do something to feel "normal" again.