I think it's because we're sold on the idea of progress (technological and other types) as leading to improvements in our lives. But generally they aren't realised.

Automation, for example, was supposed to lead to easier lives with more free time for our own activities, but as I look around I see everyone being so so busy. As a society we are able to produce more and at a greater pace, but all the proceeds of that go up to the top and all of the rest of the people lose out from it.