Why wouldn't a person try to change if how they are is making them miserable?

MANY reasons. It could be that they are unable to see a way to fix their problems, they can't on their own, they don't have the resources, they're scared...etc It's always easier to say you could do it, when you're looking in from the outside.

There's a lot of reasons. 1. Their problems seem to big for them to fix on their own. And they don't have help. 2. Depression and lack of motivation. They feel like what's the point. 3. Laziness. Changing is hard and a lot of work. It's easier to make excuses. 4. Shyness, fear, anxiety. Physical and mental limitations that can't simply be fix. 5. They aren't willing to stop what they are doing to fix the problem. They want to keep their cake and eat it too. Each has its own solution. But the question is "what are those solutions." The rest of the people who post here should try to post a solution.

Shyness, anxiety, and depression can partially be managed with meds. You shouldn't expect meds to completely suppress them. They are natural emotions. You should be feeling them. Some people just feel them more intensely than others. It's like having the volume on your radio turned up full blast. Meds can help turn it down to a balanced level. Meds aren't anything to be ashamed of. They simply help fix a chemical imbalance in the brain. And it's really not hard to get them. My social anxiety went untreated a really long time simply cause no one told me how easy it was to get medication for it. All you gotta do is call your primary Doctor and make an appointment. He'll ask you what's up. I said I'm having a lot of social anxiety. He said okay. Asked a few more questions and wrote me a prescription. That easy. And I gotta say they help. Nobody can fix your problems for you. You gotta take the first steps on your own. You gotta want it. And after making efforts on your own. If it's still not enough then ask for help. We all need a hand some times. But nobody can carry you if you won't try yourself. If you are depressed you gotta fix the cause not just take meds. But they can help make things manageable.