I think when you feel good, it is like a blessing, and you don't really question it. But when you feel bad, you ask why?
It depends on the situation, and isn't always true. Take the example that Jordan Peterson gives where he imagined himself stabbing the guy in front of him in the back of the neck with a pencil. In the moment the thought likely had a pleasant corresponding feeling, maybe something akin to feeling powerful. But that terrified him, because the boy in front of him had done nothing to deserve such treatment. Which shows that sometimes it is necessary to ask why something feels good, and to examine the situation more thoroughly to see where acting on our impulses and feelings, be they positive or negative, might lead.
So, thoughts and feelings run independently. Sometimes a thought will enter in your mind, and you think: 'It just came to me'. Similarly, feelings arise in the same fashion. And in both case they just happen upon you.
Sometimes an idea or feeling will come out of nowhere, but that doesn't mean that all thoughts or feelings come to us independent of our control in all cases. It's possible, for instance, to choose to think a certain thought at will and also to at will choose to feel a certain way. It may not always be easy to do so depending on circumstances, but it can be done. At least by some people.
So, when someone feels wonderful, if they try to figure out why, the wonder is lost in the effort. But if someone feels bad and want know why, there is no answer and in the same manner a futile effort.
Feelings provide information about the outside world and our orientation towards it that gives us motivation to do something about our situation inside and out. If something feels good, such as the exhilaration of landing a new job that we worked hard for, then we may want more of that feeling and thus will keep putting the effort to reach ever greater heights. If something feels bad, such as the sadness and anger of when a coworker or friend betrays your trust, then we may learn from that and try to avoid the mistake of trusting the wrong people in the future.
Understanding emotions is not a futile effort in trying to control that which is fundamentally uncontrollable. It is an attempt at understanding ourselves and our situation so that we may work to actually make things better for ourselves and others.
So to accept things and let them run its course is a way to change your emotions.
Accepting things can be necessary, but it really depends on the circumstance and the situation. At the same time, letting emotions run their course can be necessary, but again it depends on the situation.
Take crying for instance. When you cry the emotions flow through you as they are being released. I think your emotions get blocked by trying to understand them. It is an attempt to deny feeling when feeling isn't good, but it is to no avail, and thoughts and feelings are confused when you should let them flow through you.
Think of a crying child that feels a new negative emotion that they don't quite understand. All they know is that they don't like it and have no way to deal with it. After describing their sensations to their parent the parent then gives them the name of that emotion and helps them understand what they are feeling and why. The child doesn't suddenly stop feeling the emotion because the parent told them what it was. Rather, the child regains some degree of control over themselves and their emotions because they now understand what's happening to them and maybe the child stops crying as a result. Not because they don't feel the emotion anymore, but because they're not so afraid of it.
With feelings, there are no questions and answers, because feelings are true. And if you feel good, laugh. And if you feel bad, cry.
Feelings are true, yes. But why do you feel what you feel? Take some of the cases from "Inside the Criminal Mind", for instance, where some of the criminals felt angry and resentful because they thought the world owed them something for simply existing even though they had done nothing to deserve the things they think were owed to them. In such instances the emotion is right but the thinking that lead to that emotion was way off. So it's a bit more complicated than you think.
If you haven't read them I would highly recommend 'Inside the Criminal Mind' and 'The Strange Order of Things'. They're very insightful books that explain what emotions are, where they come from, what their purpose is, and how thinking and feeling are connected. Which I think you might find useful and interesting.