People that really enjoy being unemployed might have only had jobs that didn't feel fulfilling or were degrading, annoying or whatever. I used to feel great without work, between jobs because I worked shitty places. Now I have a job doing more useful work with a better environment and it feels nice to be there.

I agree with the depression also, it's easy for me to procrastinate and be unproductive and live more slovenly, but when I am working more it does force me into a bit better of a routine.