Its because of familiarity. It's known and less frightening than the unknown. In a sad way it's kind of like a comfort zone because you know what to expect and if you don't take a chance you can't get hurt. It's a tough cycle to break. Are you on any medications or seeing a therapist?

You do not choose depression and anxiety. That’s like someone saying that they chose to catch a cold virus. Depression/anxiety is an illness, and although you don’t choose to go through it, like any illness, it can be managed and treated. Some things that help me are talking to a therapist regularly, taking meds, talking to friends about my feelings, journaling, taking time to do things I enjoy, and analyzing my own thoughts.

Depression is most definitely not a choice but there are things we can do to help ourselves. Finding a good therapist that you trust to be completely honest with is key.
I agree with Scaredandafraid in the fact that sometimes even though we do what we don't want to do because at least we know what to expect even when it's bad and it's less scary than the unknown.
I'm an introvert in every sense of the word and most people don't realize that it's not just about being out-going. Introverts also take longer to mentally process information. So when I'm in social situations I don't comprehend or come up with a "quick" response and then I think I'm "stupid" or less than those who always seems to have those instant comments, ideas, etc. At work I would ask for meeting agenda's days in advance if possible so I could have time to contemplate and anticipate potential conversations that might occur and I might have a chance of putting my 2 cents in. But because I know I'm like that it took me so long to put myself out there to try to combat the loneliness I created for myself. What I have found that's effective for me is when I meet new people or even people I've known for a while I manipulate the conversation for them to talk about themselves and then I generally don't need to say as much but I get to listen. I'm a great listener and most other people love to talk about themselves. LOL! Hope this helps and I'll by praying for you to find the strength and courage to step out of your comfort zone.

Maybe you need your pain, find it preferrable to feeling nothing.

Heylee.comI'mtrying to overcome depression, anxiety, and loneliness. I agree with the others a therapist might give you a voice to talk about your issues and offer some suggestions. Some of them may work others not. Really connecting somehow seems to be a help for me. It's not always what I want or need from from someone or something but it's connection. Hoping and praying for you to have better days ahead.

I think your questions are a little tough and your answers not so fair to yourself.
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1. Why do I continue to CHOOSE depression? Why do I continue to CHOOSE to give in?

But I don't think you choose depression. Part of this is the body we are born with and part some of the challenges you face in life. So be a little easier on yourself. Create some definable steps you could follow and work to do so. Resolve to exercise twice a week, to smile and say a kind word to co-workers. Consider joining a church or helping people in some way which makes us feel better.

2. Why do make it so I don't meet men? Why do I choose loneliness? Why does my social anxiety eat me a live? Its hard to meet people. You should not feel pressure that you have to meet men. With social anxiety first believe you're a good person and whether somebody likes you on a given day does not matter.

Realize its okay to not be successful in everything you do. I have a family member who's extremely popular (I was not) and many emulate him. I saw him on a show, singing saying everyone get up and dance but no one moved.
He went with the flow.

So try not let some temporary rejections or different views bother you too much. Instead of asking - "Why do I sabotage myself when I've made progress? Why do make it so I don't meet men? Why do I choose loneliness.'" can I realize that everyone may fail or not achieve what I wanted, can I embrace the ups and down and not be too hard on myself and if it happens, just smile. Perhaps say, if things are hard at a party, I am going to smile and over to someone who perhaps is ignored and give them a genuine compliment- love your dress and perhaps start a conversation.