According to Osho, we cling to misery because it nourishes and crystallizes the ego, makes us feel special, and secures attention, sympathy, and belonging to the crowd. Happiness, by contrast, dissolves ego, universalizes us, and risks others' jealousy and our social isolation. True bliss is egoless, individual, and even transcends time and space - hence people unconsciously resist happiness.
Misery feels safe because it gets us attention and makes our 'me' feel strong, while real happiness melts the 'me' and can upset others, so we shy away from it.