Because, as an example, I can play video games as an adult. I can literally buy a copy of Rampage specifically and play it. I could probably even go out of my way to track down and buy an actual arcade console of Rampage and set it up in my house to play it. But nothing I do will ever sort of recapture the same feeling and overall experience I had doing that as a kid. Because even though I'm still more than capable of enjoying playing video games (I was just playing ME3 earlier), I'm not the same person I was. When you see the world through different eyes, you experience things differently.
I can still enjoy movies, but I will probably never love another movie as much as I loved Big Troble in Little China, The Last Dragon, or Transformers: The Movie as a kid. I still enjoy those movies, but I don't enjoy them the same way Lil' Me did. I own the entire series of Voltron on DVD, but if I watch those now, it will never compare to how it felt watching them as a 9-year old. Even if I literally got up at like 6am on Saturday morning, made myself a bowl of Lucky Charms, and just curated myself a dozen different episodes of various cartoons for like a 6-hour block (and even looked up old commercials from the 80s to sprinkle in for the full retro experience), it would never feel the way it did back in '86.
Nostalgia really isn't a longing for specific things, it's a longing for a moment. And even if you somehow manage to get all of the same things back, you'll never get that same moment.
A lot of nostalgia is "I liked this thing/place and it no longer exists" or "I liked doing something with this person who is now dead/gone/etc", but even if you can do everything in your power to reconstruct a scenario with all the same things and in more or less the same place with all the same people and even with the same smells, YOU aren't the same. Even if you could time travel back to the past and literally relive the exact same moment in the exact same way, it wouldn't be the same. Because you are now essentially a different person.
Sure, I could go "Man, I miss Twookies, they were great" (http://www.inthe80s.com/food/twookies0.shtml ), but what I'm really missing is the memory of the time when I was eating them as a young and carefree kid. And honestly, if you gave me some today they almost certainly wouldn't taste the same to me now as they did then (because tastebuds change).
I might agree that people who are constantly talking about their nostalgia are doing so because they pretty much hate everything in the present and are kind of longing for a time when they were happier. But in that scenario even if you could give that person all of the things they're talking about being nostalgic for, it almost certainly wouldn't make them much happier than they are.
Oh, I get the concept. Its just that its often based on people looking back on a time of their life where they were more care free, but thats the opposite of my experience. Life as a kid sucked for me. It was scary and unpleasant. Adult life has me much happier and with fewer worries.