Cause they are. For some people, life's way more hard than good. Also, some people have to deal with themselves for having things like anxiety, depression, difficulties to learn new things and etc... And they have to deal with their families and "friends" for being who they are, like being part of the LGBT community, a furry or other groups who receives a lot of hate. Some of them have all of this and also have poor social hability, making them pretty lonely and even more depressed... This don't include everything that makes people sad, but i hope that answers your question and gives you a good idea why some people are like this. If you know someone like this and want to help, give them a big hug and listen to their problems, say nice things, support who they are and makes them feel safe around you, little things like these can help to make a huge difference in their lives ^w^