These are difficult questions, but I think I can tackle some of them:

Why would anyone want to change what they want?"

If a person wants to change from valuing A to valuing B, they are simply saying that they value B, but it requires short-term sacrifices, and in the short term, valuing A may feel psychologically easier, even though it sacrifices B. They thus want to value B so that it is psychologically easier to make the tradeoff.

Why and how does anyone ever "do something they know they shouldn't", or "want something they know is wrong"?

That's recognizing that they are violating an implicit understanding with others that they would not want others to do to them, and would perhaps hope others don't find out about. They are also feeling a measure of psychological pain from doing so as a result of their empathy with others.