Oh no attack of behavioralism vocabulary. But really people are not served well by this kind of grammar correction beyond the initial few session which introduce cognitive behavioural therapy. While you assume they are using your system of logic to translate the phrases from pathways in their brains they may not be. Associations with acts and feelings are tied to many things and are oft hidden unless an effort is made to find what's going on inside. Thats the reason why we perform talk therapy as part of CBT. For a while I had no friends. My social situation prevented me from venturing out. I said exactly what you so quote and is often spoken but my internal dialog which the psychologist found as we spoke was me meaning:
I feel unhappy. Why?
I am able to have friends.
Why do I not have friends?
How can I get friends?
Those options are not possible; being unable to do those makes me feel sad.
I am ok. Find other options.
It is rational to be emotional at having some of your autonomy restricted. That sadness might contribute to the illness of depression.
Likewise your second set of logic might actually be happening in the person's head as:
I am sad.
If I say I'm sad people will stigmatize me.
If I go to the gym I can escape the stigma.
If I go to the gym I can develop attractiveness.
Attractive people are happy.
Youth and strength fade prompting latent depression to emerge later when that krutch is removed.
The person who lives to do may be escaping rather than confronting problems. Psychologist must take the time to discover the inspiring internal dialog and source of behavior and ensure it is rational or at least somewhat rational. It should come from self (or perhaps divinity) rather than self characteristics.
This is a picture from the British mental health group mind and Identifying these kinds of statements and their reason could be productive without going into grammar.