That's not as silly as it sounds. There is always a temptation to "tough it out" even to yourself. This is especially so with depression and anxiety. It is possible to get that wound up and cranky you cant operate effectively, which only makes you more anxious and pissed off and send your blood pressure through the roof. The medications available these days are no where near as crude as they used to be. When you are going through a tough patch there is no need for it to be bloody awful and with the right medication you can get back on track much faster. There is a difference between being whiny and self indulgent and looking after your own well being using the best techniques available.
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And I somehow rather fancy that I'd like to change with Clancy ..