Why Work the Steps?
The depression/anxiety, anger/resentment, fear/worry, pride/entitlement problems that we have, are, just our associated disorders that lead us to be miserable with life, with people, and/or with ourselves. When an addict is uncomfortable enough, he/she will medicate using the addictive behavior.
The compulsive sex, lusting, drinking, cocaine, heroin, gambling, etc.. (any kind of addiction) seems to give us our power back. It gives us a real feeling of control and safety. Even though we are out of control and very unsafe, we use the addiction to plug into something much bigger than ourselves. It is more powerful, and more predictable than real life has been for us so far. And it is also so much more powerful and predictable than G-d has been for us, too, by the way. You cannot argue/reason "away" a thing that we actually know that we feel in our very gut.
Real or imagined, it is real to us, and seems to work for us - at least in the beginning. Addicts become stuck in it and cannot usually get out on their own. Then life really starts to stink - sometimes to everyone around us, too.
The 12 steps, are for anyone who has come to the conclusion that they are hopelessly unable to beat their addiction, or have come to really believe that they will be beaten if nothing radically changes.
Once they are clean because they really accept that they are no longer able to drink, drug, lust, etc., they work the steps in order and they will face their associated disorders ("defects of character") that make life today so unbearable in the first place. (That is what steps 4-9 are about). And it never ends. We do not get fixed. We keep on growing, discovering and surrendering more defects, getting more and more free, and living with less and less pain, stress, anger, pride and fear. Slowly.
If we do not consent to face our defects of character and use those steps, it seems that we will eventually just fall back into the addictive (or a new addictive) behavior. So the solution is basically inescapable.