Lyric discussion by Kirby.k 

Cover art for Glowing Eyes lyrics by Twenty One Pilots

I feel that he is speaking of depression. He knows that he should get better, but doing so would put him out of his comfort zone. He's become accustomed to his own sadness. Someone who has never dealt with this may not understand it; but when you feel this way, youre not thinking as yourself. You may feel like you dont deserve to recieve help, or that its easier to stay depressed and avoid all of the pills, therapists, etc. Also, a lot of troubled artists feel that their issues help them to be creative, and that treatment may take that away from them.