I am not, by nature, a masochist.  I don't intentionally court pain or distress.  Yet I habitually throw myself into situations which, though enjoyable in their own right, come at a high price - they're followed by long periods of self-obsessed gloom.  What's more, I engage in these things knowing full well what the outcome is likely to be.
The alternative, of course, is probably worse.  Disengagement from anything remotely stimulating. Cocooning myself, hands-on-ears, lalalalalala.

Funny old thing, life.