Maybe you don't enjoy being sad. When we're depressed we get depressed about the bad aspects of the past because they scar us, and the good aspects of the past because they meant something to us and now they're gone and it makes you sad because you long for it, you miss feeling it, nostalgia fulfills us and tricks us into thinking we felt exactly that feeling as the time we relate it to. Nostalgia exaggerates what really happened. We remember good things better than they happened and bad things as worse than they happened sometimes.