Even at low levels, as is the case in dysthymia, depression significantly impairs our abilities and usually causes a more negative and pessimistic outlook on life.
Affected in this way, it's not surprising that things like relationships, projects at work and other important life events often go wrong, leading to yet more depression and with it lower confidence, greater withdrawal and still lower levels of success in life.
Therapy can help break this cycle by gently supporting the client to explore patterns of behaviour and thinking that are less useful, but which hitherto may have operating outside of their awareness.