There are a number of reasons contributing to this including the desire for relief from pain and suffering and consumer culture and allure of quick fixes and promises guaranteed success among other things. False expectations can go a long way to hindering the process of change, awareness, insight, and acceptance.
Dealing with the difficulties of life which cause depression, anxiety, stress and so on, there are no cures. The work to a degree is how we live in the present and look forwards in the face to this, to feel, think and act differently in a way we either suffer appropriately or are able experience joy and wellbeing depending on the situation.