The only evidence I have that it’s bad for you is that it’s a deviance from the norm. I don’t know if not feeling those emotions are maladaptive for you or if they’re personally distressing. If so, then it’s considered a mental illness. Chronic feelings of sadness, anxiety, and guilt relate to some of Eriksons stages that may not have been worked out. Specifically, his second stage “autonomy vs. shame & doubt” which usually goes from ages 2-3. During this stage, independence first arises and if a parent is too controlling and doesn’t give the child freedom, they will be instilled with feelings of shame and doubt. If they’re given constructive freedoms to explore their environment in a relatively safe way, they will grow up to feel a better confidence to handle problems on their own. You can feel many dynamics to other emotions, I’m sure, but sadness, anxiety, and guilt aren’t necessarily good things.