Because inside you don't want any of that, you're just hurting and you don't know how to express it or deal with it. We don't want to die, we just don't see a way out of our sadness in those times.
Our pain becomes unconscious as it's too much to process or feel in the moment, so we end up with that weight to carry.

You get stronger and deal with it all better when you're more experienced with it, and if you've self harmed and attempted suicide seriously like myself you realise it only ever makes it worse.
Especially when we sit in those catatonic states of depression repeating these depressing mantras that only deepen the reality we're creating for ourselves.

Suprised i'm alive now tbh, but i've come out a lot better after a whole decade of deep depression/anxiety. Takes time to learn how to break yourself out of that and not go to that place, had to go on SSRIs to show me it was possible though. Not on them now, i just get lonely but i don't focus on the negative.
It does get better, trust me.