Your “attraction” to emotional pain might reflect a subconscious effort to psychologically “compensate” for events, desires, or feelings that otherwise are too difficult to acknowledge or accept in your consciousness. This is a process expressed through psychoanalytic or psychodynamic therapy.
It entails using defense mechanisms known as “undoing,” which describes people acting in a way that is opposite of how they feel on a subconscious level. As an example, part of you may feel guilty about wanting to live happily, but you actually “undo” this desire for happiness by accessing a painful and emotional state of mind instead. In other words, you might be unconsciously punishing yourself in order to prevent unacceptable feelings of happiness from surfacing.
Those therapists that observe the cognitive behavioral or cognitive frameworks may explain your mindset and actions from a different standpoint. This view asserts that the causes of emotional and behavioral disorders generally stem out of beliefs about the world, your future, and ourselves. I personally don’t adhere to this school of thought, but you should speak to both psychoanalytic and cognitive therapists to ascertain which thought process works best for you.
In either case, your fundamental behavior, for example, might stem from the root belief that, “I am not a good person and therefore, I don’t deserve happiness.” A cognitive therapist might help to assist you by identifying, and changing, the belief system that contributes to your need for emotional pain. They might help you comprehend the fears that underscore your self-sabotaging behavior. If such essential beliefs cause you to shy away from joy and happiness, as an example, the cognitive therapist would help you express those fears, explore their origins, and then restructure the fear-related thoughts and beliefs that keep you emotionally trapped.
A therapist would need to work closely with you in determining the origin of your emotional pain. Is it the painful emotional state itself, you enjoy or, rather, the psychological release that comes from crying? Do you feel anxious when you access emotionally painful states or, conversely, do you feel anxious if you are prevented from accessing these mood states?
In either case, an experienced mental health professional would probably take some time up front assessing you and your situation. They would gather a more comprehensive psychological understanding of you, and by doing so; he or she would better be able to help you and the issue you have described.
Please seek professional guidance from an experienced therapist that you feel comfortable with. Doing so might help you feel more emotionally connected and ultimately free you of your psychological load.