The first thing I can say is you can't judge until you've been in their shoes.
Secondly, on a different note, a lot of people cling to their illnesses as they have had them so long that it's hard to lose such a huge part of your identity. Depression was the main part of what made me, 'me', as a teenager, and so when I started to recover I had no idea who I really was and therefore relapsed. So, when you say people 'cling' to their illnesses, that may be a small way towards explaining why.