Lets get right in the mix.
1. The first reason is best explained by the father of psychology himself, Sigmund Freud:
"Most people do not really want freedom, because freedom involves responsibility, and most people are frightened by responsibility."
True change is about letting go of blame and taking personal accountability for the way you move through the world. When you yourself are the source of your happiness, the onus is on you to maintain your fulfillment in life. It's like being the CEO of a company -- sure, the title sounds good, but in actuality most people don't like the pressure of that role. Most people actually want someone else to tell them when to do something, how to get it done, etc. That way, when something goes wrong (because eventually, something will) you can blame the person who told you to do it, instead of taking responsibility for it yourself.
When you 'CEO' yourself and take full ownership of your personal sense of fulfillment, you promote yourself to a position of power and say: "Changes need to happen here, and since I'm running this show, I need to be the one to make this happen -- if my strategy doesn't work out, I'm willing to acknowledge that, adapt, try something new, and keep it moving."
2. Attachment to an externally-based identity. Our sense of identity is what helps us to make all of our decisions - who we'll spend time with, where we'll live, what kind of clothing we'll wear, etc. It's exponentially easier to create an identity around the things that have happened to us (i.e. the external) instead of out of the core part of who we are. We loose touch with the vast possibilities within us because we're so used to our little story. When we make our story our whole identity, we reflexively dampen new sparks of change because they don't fit inside our story.
3. People take monumental comfort in what's familiar. Whatever you're used to becomes your default mode. If you're used to feeling that people disappoint you, that you're unhealthy, that you're unattractive, that you're not smart or that you're always broke, then you know how to feel those things. You know exactly what the feeling is like, and though it may not be a desirable feeling, it's highly predictable. Letting go of what's familiar to you is like transplanting yourself in a new land where you don't speak the language. You have to learn slowly how to engage in a new way, which involves a deeply frustrating kind of tedium. The new place isn't familiar; it doesn't feel predictable or comfortable at all. You have no idea what you're going to get. You don't know who to connect with in the new place, you don't know what will happen. You see all the locals who seem to so easily navigate the land and you feel that you'll never be at that level. It's hard and uncomfortable. You retreat back to the insularity of what you're used to because at least there, you know exactly what you're going to get.
True change takes real guts. One of the things I love most about my job is being able to witness the quiet bravado my clients continually demonstrate throughout the process of therapy. That subtle but strong refusal to blankly accept a story that they didn't write. The way they commandeer their pain and create a new path. And, of course, being able to share in the discovery of all the new treasures that their toiling brings. If you've ever delved into the process of real change, you know exactly what I'm talking about. If you haven't and you'd like to, start here. or here. or here. Just start.