I respectfully disagree with your assessment of A_Christian's admission of weakness. Such realization of a person's frailty and or sinfulness is an accurate knowledge of our human condition that God gives those he's called to bring to himself. From my "born again Christian" perspective it is more a curse to not be aware of your condition and miss out on a personal relationship with God himself not to mention the eternal life side of things.
That such brokenness seems unfortunate to you echoes what we see in 1 Corithians 1:18: "For the message of the cross is foolishness to those who are perishing, but to us who are being saved it is the power of God."
Where other religions appear to be beneficial does not surprise me as they are typically works or behavioral based. I think the man made religions probably compliment our fallen nature better than the Christian faith and therefore should be expected to bring more fleshly pleasure and contentment. Although there are certainly plenty of so called "Christians" out there trying to make the Christian faith a series of rules and regulations to live by.
Living by the spirit of the Christian faith, which the NT so often exhorts Christian's to do, runs counter to all that the world teaches. It defies our human fleshly nature and is very much a struggle for most Christian's. It certainly was for me as it led to clinical depression. However, once I got the hang of it, namely living by the power of God instead of myself, I think I've come to enjoy life, albeit a very difficult one, in a way I never thought possible.
I pray someday God moves on your heart to bring you to him as well. Personally, I find him irresistable!