Taken to an extreme, feeling "behind" all the time can also lead to a different outcome: giving up, or choosing not to start something at all.
As is so often true, the ideal state is likely somewhere in the middle. A healthy recognition of ones goals and progress against those goals...without self judgement.
To your point, unpleasant does not automatically equal destructive. But unpleasant without perspective on why that unpleasant thing is also beneficial is going to lead to some negative outcomes. Generally, people understand why the speed limit exists, and there is enough info about healthy eating that most people get it.
I'd argue that something like feeling behind in ones life is not so clear cut. That feeling can be beneficial in the long run, depending on where it comes from. It can also be destructive, if perspective is lacking.