Some targets are easier to hit without the self-awareness of aiming for them.

This is especially true for emotions. It is difficult to avoid being anxious if you are self-aware of that goal. The dissonance between your goal and your state may even make things worse. Moreover, the goal makes it harder to accept anxiousness willingly:

"I hate being anxious, so I guess I could give it a try. I'll try to be more willing to feel my anxiety so I won't be so anxious."

With that, the thought trap slams down around you, because if you are willing to be anxious only in order to become less anxious, then you are not really willing to be anxious, and you will become even more anxious!

This phenomena may be true for success and happiness as well, from Viktor Frankl's Man's Search for Meaning:

Don't aim at success—the more you aim at it and make it a target, the more you are going to miss it. For success, like happiness, cannot be pursued; it must ensue…as the unintended side-effect of one's personal dedication to a course greater than oneself.

And from The Exploration of Happiness:

The more directly one aims to maximize pleasure and avoid pain, the more likely one is to produce instead a life bereft of depth, meaning, and community.

My speculation about this is that aiming for emotional states goes against the grain of what they're for. Emotional states aim to predict or represent our bodies and the world. On appraisal theories of emotion, emotions are evaluations of situations relative to our goals. But if we're aiming to engineer the evaluations of these situations to feel happy, emotions become less of a signal.

For this reason, it may be better to care about what is outside of our heads, rather than inside.

Instead of aiming for success, it's better to be obsessed.

Instead of aiming for happiness, it's better to aim for something outside of yourself.

Don't aim for self-defeating targets, aim for self-sustaining ones.