I'm sure you don't consciously enjoy it; there is a also scientific basis for the idea that it's not even you that chooses it, because paradoxically, it's not the conscious mind at all that causes us to "choose" negative feelings:
This says to me that the questions of wanting to feel bad, and of self-sabotaging, are the wrong questions: these impulses are natural, subconscious, hard-wired, and telling ourselves that we are self-sabotaging or feeling sorry for ourselves (or having anyone else tell us) is tantamount to arresting the innocent while letting real criminals run free.

I don't know if you will find this information helpful, but I've found it to be immensely validating. Narrowing these instincts down to being simple neurological impulses takes the snowballing negative emotion out of it for me (feeling bad about why I feel bad, and so on and so on ad infinitum).