They may want to escape a court judgment or perhaps they're keen to get more benefits from the state. Sometimes they want to manipulate a family member and are pretending to be depressed to get their own way. There are lots of reasons why some people will get themselves into the mental health system. Mental health professionals are interested in treating illness. They're not generally too interested in spending a lot of time and energy 'treating' someone who's healthy but trying to use the system for their own ends.
Some patients are genuinely ill but use their illness as an excuse for unacceptable behavior.
Just because you're anxious doesn't give you the right to hurt others. If you have a drug habit or alcohol problem staff can help you with that but don't expect to intimidate them as well. Caring does not mean being fooled by a manipulative threat to injure self or others and mental disorder will not always protect a person from the consequences of their actions. After all, ill or not most people still have choices and can choose to abide by the law just as easily as they can choose to break it. Very often staff will ignore a client's threats simply because they believe them to be a manipulative technique.