Why do depressed people prefer actions that reinforce their depression (listening to sad music, staying alone in a dark room)?
Scott Alexander believes that it has to do with "set points" (in the same way that anorexics continue to perform non-voluntary actions that burn extra calories like extra fidgeting). He believes the body will adjust the emotional "set point" to this depressed state and fight to maintain it. This is part of why behavioral activation, opposite action, and CBT are most effective for depression.