Facts over feelings?

We talk a lot about how facts don’t cause feelings, yet we are so sold on our stories. Normal, yes.
Somehow I feel like my brain is hung up somewhere with this though. I keep asking myself why would I want to believe these circumstances are neutral and cant hurt me..

To me, the obvious answer is that because then I would feel less pain because I am taking responsibility for my brain. I am putting each situation in my hands and then I can therefore decide how to think and feel. I would not be stuck at the mercy of another situation. Also, because my lizard brain is dramatic and that is the part of the brain that wants to believe the stories

Where I am at in my mind is a different story. I catch my brain saying, I wanna go see how I would feel if I did this . I get intellectually that its just my lizard brain, but I want to get to the point where I believe facts are important versus the story. My brain offers that I don’t care about Facts, because so what if it is true? That doesn’t change how I feel.

The question I wrote down mid brain-drama is. Why would we want to believe the fact over our story, besides just because of how our story feels?