Many people choose not to suffer, because "suicide is an option". Or pills. Or therapy. Or, the lucky ones, they can switch it off.
Depression (noted in another comment) further limits the ways by which one can control the suffering brought on by pain. I know this well. Many of us do.
For a depressed person, their brain is constantly torturing them, and the depressed point of view seems much more real. "You can choose to pretend you're happy like the rest, but you know how life really goes."
In general every morning we make a decision on whether the expected future happiness is going to outweigh the expected future suffering. When that fails (and it does) we find reasons of duty to keep going, for the people we love etc. You're right, depressed people have a skewed vision of the future and it destroys their expectations of happiness.