This topic really piqued my interest, so I did a little googling on it. I found an interesting article that discussed how some people can seemingly become addicted to grief. I know that grief and depression are slightly different animals, but I'm assuming their similarities are sufficient enough for the same theory to apply. Maybe? In the article Addicted To Grief? Chronic Grief Activates Pleasure Areas Of The Brain -- ScienceDaily there is a statement that reads:

"New research now suggests that people who never get over their loss [grief], who never 'let go,' may be activating neurons in the reward centers of the brain, possibly giving these memories addiction-like properties."

The article goes on to say:

"...according to Mary-Frances O'Connor, UCLA assistant professor of psychiatry and lead author of the study...The idea is that when our loved ones are alive, we get a rewarding cue from seeing them or things that remind us of them...After the loved one dies, those who adapt to the loss stop getting this neural reward. But those who don't adapt continue to crave it, because each time they do see a cue, they still get that neural reward. Of course, all of this is outside of conscious thought, so there isn't an intention about it."

I can see the above with regular depression, as well, though perhaps for different reasons. Being depressed can give us some things, in a rather sordid way. Do they perhaps give us a sympathy from others (or even oneself) that is peculiarly enticing. Such as a type of attention? I've also heard of some people say that "Feeling pain is much better than feeling nothing at all."

I wonder what other reasons there may be for such a phenomena?