This is a very good point. There's also the pov (not necessarily incompatible with yours) that some people just don't know HOW to be happy, and that they've lived with being unhappy for so long that it's gotten to be a rut that they can't get out of. It's their comfort zone, and to go outside that is scary. They're still not CHOOSING to be unhappy; they just can't get out of it.

Then there's the actual mental issues that give the appearance of choosing to be unhappy, but the motivations behind the actions that make up this appearance are totally different.