First, I'm not talking about self harm or anything dangerous. I hate dangerous things and try my best to be as safe as possible all the time.

I'm talking about why I enjoy thinking or reading about things that cause me emotional stress? Why I chose to listen to music that I know is going to upset me? Why, when I feel bad emotions and I realise I could just distract and I would feel better, I consciously and voluntarily choose to remain in bad mood?
It's almost as there's something satisfying and pleasurable about feeling bad. I think Dostoevskyj once wrote something like that... that people actually enjoy suffering in a weird way.