Most people just do not think entirely rationally. Take anything that most people believe - obviously religion, but also their favorite sports team, car brand, dare I say linux distro - it’s probably irrational on some level. Instead people believe what they want to believe.

But why would someone want to see their own life as miserable? Perhaps part of it is who we want to be. Most people want to see themselves as having overcome some sort of adversity to earn whatever they have in life, and that creates a bias to see one’s own life as unlucky and miserable. I definitely went through a phase of seeing my life this way as a kid. Now I try, when I remember, to focus on what’s been lucky and not adverse in my life. And there’s definitely plenty in that regard.