No, it does not imply that you have "meta-beliefs", although everyone does. It implies that your beliefs affect the world, as for example by making you say things. If your beliefs affect the world, changing your beliefs will both change the part of the world which is your beliefs, and also other parts of the world. All of that has the possibility of making you sad.

This is all perfectly obvious, and I should not have to bring up examples from real life.