Nonduality and the problem of negative conditioning.
If we have been conditioned (rejection/condemnation) to believe that we are not worthy it is understandable why we select suffering rather than benefits.
Unravelling negative conditioning is a difficult process but there are some clues to be found in what we reject/condenm in others as those characteristics are likely to be those that we have been conditioned to believe are unacceptable in ourselves! So we can at least know what needs to be worked on to remove that conditioning. Good luck to all on that path.
From a nondual perspective you are not disconnected from Oneness whilst suffering that condition for it must already be Oneness arising as that condition and the suffering it causes. Some consolation I hope:)
It is never "Why do such states arise?" but rather that is how it must be otherwise the manifestation would not be infinite. "Ok", you might say, "but why do I have to be in that state?". The non dual response is that there is no personal volition whatsoever but rather that the manifestation is maintained by an infinite, automatic balancing system which determines what happens without which there would not be the appearance of duality (see symbiosis).