An important research question is why depressed people use emotion-regulation strategies that do not help them experience more happiness. Though no consensus has been reached, perhaps the answer depends on the person and the nature of their mental illness. Having said that, here is a list of potential reasons:

• Feeling undeserving of happiness
• Fear of happiness (e.g., due to fear of loss or losing control)
• Having a goal other than to feel better
• The challenge of identifying the best regulation strategy in the middle of intense negative emotions
• The belief that emotional control is impossible
• The familiarity of negative moods
• The perception of negative emotions as more self-consistent than positive ones
• Ineffective strategies learned or reinforced by depressed family and friends

That list seems ridiculously incomplete. I expected to see something like "fear of being unprepared" -- which I guess could be part of "fear of losing control", but I don't think should be lumped under "fear of happiness". More specifically, if someone is in imminent physical danger, such as from a hurricane or earthquake, they should not be spending their time ruminating on better times nor distracting themselves from threats. In such a situation, one does not fear happiness, but has a more pressing issue to address. I suspect a good number of depressed people feel like that all the time. It isn't my field, so this is an uneducated observation from a small sample of friends and family, but the vibe I've always gotten is that the afflicted expect more bad stuff is headed their way and they feel the need to worry about it; to prepare; that ruminating on happy times would reduce their time and ability to cope with the coming threat. They feel they don't have time for irrelevant fluff when every day leaves them battered and bruised. Like a sailor on a storm tossed deck, their energy is directed at trying to maintain steady footing lest the next wave knock them over. Again, though, I am not an expert so y'all can tell me if I'm way off base.