This critique only makes sense if people choose how they feel about the world, and if the cost of choosing to not feel negative is smaller than the benefits that it renders. But barring attempts at self-modification, I don't think the first bit is true; people just unconsciously start having emotions about whatever it is they have a mental model of, including how they think life is.

Unconsciously -- that is the key. Emotions happen for reasons; if they seem to just happen, that only means that one does not know the reasons. But the reasons are always there, and can be uncovered. The discipline of noticing what one is feeling, and of asking, "what am I believing that leads me to feel this?" and "why do I believe that? is it true?" will in itself change what one feels.

Self-modification isn't a big deal -- we're all doing it all the time.