Sometimes people want fucked up shit to happen to them because they are stupid, and because it makes them feel like they have a reason for why they feel so fucked up… They are looking for an external reason for the internal depression.
The result is that sometimes hearing about bad things happening to other people makes them wish something bad would happen to them, means that when something bad does happen they feel good about it.
And because they want to be interesting, so pain does that for them. As in, reading stories about orphans and then imagining that you are one, even though you should be grateful to have parents. (This can also mean you are upset with your parents. Perhaps they have something to do with the root cause of your depression.)
It makes you a “bad person.” Yeah. It is still a result of the depression, so when you feel better, that victim complex diminishes on its own. If it is making you upset that you think this way, alleviating your overall depression will alter this mindset as well.
(Note: with some additional ghost comments.)