We take our free gift and try to earn it or diagnose it or pay for it instead of simply saying "thank you" and accepting it. Why do we do that? The only reason I can figure is pride. To accept grace means to accept its necessity, and most folks don't like to do that. To accept grace also means that one realizes his despair, and most people aren't too keen on doing that either.
But why some prefer to stay in prison while the cell door has been unlocked is a mystery worth pondering.