"They've always told you to be yourself; they never said they wouldn't judge you for it."
Judgement. We're all guilty of it.
We question and critically judge the decisions of others; why are you like that, why do you/don't you do this or that, etc. We urge the outsiders to conform, to do what everyone else does, even though they're not entirely comfortable with it, or don't even understand it.
That's when they start to think that perhaps there's something wrong with them, or perhaps the world's gone mad and they've just stayed sane all this while. They don't necessarily hate themselves or the decisions and choices they make; they just hate the fact that the world is flying in the face of everything they believe in, for demanding from them what they cannot bring themselves to do or give.
They know they're different. They accept that. But what they can't accept is the ridicule that comes with being unlike the others. They never said they hated the norms and practices of the world; they believe that everyone should be able make their own choices and decisions. But they hate how those choices and decisions are seemingly forced upon them, in a blatant attempt at conformity and to simply make them "do what everyone else does".
They just want to make it all go away. They may not agree with what everyone else is doing, but they respect it nevertheless. They accept their differences and are proud of them, but it's hard when everyone else disagrees and incessantly forces them to conform to things they know will only cause them harm.
But all they're really looking for, is some semblance of sanity in a world gone mad.