But why do they not apply it? Either way, the self-help material doesn't wind up helping or harming.

To elaborate on MattG's "doing shit differently is hard" hypothesis: implementing most kinds of self-help advice requires permanently adopting new habits, and implementing habit change is hard. We know from habit formation studies that in order to establish a new habit, you need to associate the habit with consistent rewards and triggers, so that each time that you encounter the trigger you carry out the habit, and you should also receive a reward on a fair number of the occasions that you carry out the habit. Furthermore habits can easily fall apart if the triggers aren't robust and flexible enough.