Why do I feel safer being depressed and hate feeling happy?

Often, familiar experiences can be more comfortable compared to exploring something that might feel more new or 'different'. After having experienced a period of depression, even if it isnt ideal or pleasant, it sets a routine for your behaviour and allows you to continue in a way where you know how to act and what to expect. Shifting from that experience to one where you are happy feels new and opens up the option of becoming sad again later so it feels easier to just stick to what you are familiar with. Often, we punish ourselves for feeling happy as well, because we allow the thoughts from the depressive phase to still bother us. It might be more that youre afraid to fully engage with the happiness rather than hating the happy feeling.