I can't tell you how many times I've wondered the same thing, except that I have bipolar I. Even though I was manic enough to get hospitalized a month ago, I keep thinking maybe I just suck and that I have, like you said, poor coping skills.

I can also relate to most everything else you said, especially "playing the victim." Like am I just malingering here? But oh, wait, I actually "do" hate being ill.

Hang in there.