I think I do understand you very well. In a certain way, feeling bad can feel safe while feeling good makes you feel vulnerable and 'at risk'. It's exactly like you mention... when you're already feeling down, you think you can't fall much deeper anymore.

Actually I believe that most of all, it's the change we fear. And its impact. And I guess even in both directions. People are generally afraid of too much change too quickly, whether good or bad. It scares them.

But I believe you should never cancel therapy because you feel like you're bothering your therapist. You have to try to put yourself and your health and well being first. On the other hand, that's something a lot of us only learn through therapy...
So I really hope you find the energy to go back to therapy and you find a great therapist that will help you discover your self worth, so that you can grow through this therapy and work at whatever it is you need to work at.
And then I hope you can slowly get used to a happier you... Getting used to the speed of happiness, so that you're less afraid in the future and, through therapy, possess things that can help you when you'd have the impression that you're falling down again.