It's not that the food is unhealthy -- this is something different from a treat or a pick-me-up. This is when you take an action that (for you) symbolizing doubling down on your gloom or underlining it, instead of trying to return to normal life. Other examples would include dwelling on thoughts like "I wish I were dead." If you think too much about planning your suicide, you'll get stuck in that mindset for a while.

I've been looking around trying to find clinical evidence that thinking gloomy thoughts makes you stay gloomy longer but in these few minutes I haven't found it; maybe people think it's too obvious?