The sadness that seemingly is concerned with great and elevated matters does not stem from holiness but from impurity.
A person’s evil inclination attempts to overwhelm him with sadness, regardless of the cause of that sadness.
The deeper the sadness, the more does a person grow depressed and descends, until he succumbs to a temptation of one kind of another.
This is a well-known psychological phenomenon: when a person berates himself for his sinfulness, he is liable to become so depressed that, in his despair, he paradoxically commits a sin graver than any that he had already committed.
So even if one’s sadness seems motivated by the desire to rectify one’s life, its ultimate outcome discloses its true identity: it is the cunning of the evil inclination, intended to cast a person to the depths.
—Rabbi Adin Steinsaltz