Why do I feel coping mechanisms are bad?

I’ve recently been having some mental health issues the last few months (currently in therapy) during this time I have realized certain things I used to cope (friends, music, LEGO sets, stand up comedy) and when I realize I am using something as a “coping mechanism” my brain immediatly wants to label it as bad and then wants me to stop doing it. Even though none of these things are harmful. Any idea why that it’s?