People become entertainers for a myriad of reasons. Some do it for attention, of course. Others so they can pretend to be someone else. It's a form of escapism to get away frm the anxiety of life. When fame comes along, they can no longer hide behind the chatacter, and the attention bleeds into their personal life, ratcheting up the anxiety. Similarly, many comedians tell jokes to hide pain. The pain is still there, just hidden. For actors like this, the anxiety is still there and the constant attention makes it worse.
The lack of empathy in celebrity culture is the real problem. The fact that entertainers are real people with real lives gets lost in the noise. When Emma Stone is off screen, and not promoting something, she should be able to go out to eat without being followed, questioned, or harasssed. She can't, because as a society, we've choosen to treat her as something different than a person. She's treat as a celebrity, somehow making it ok for her to be hounded everywhere. It's no wonder many of them have anxiety.
Imagine not getting to live your life because of your job. Imagine people following you around to the store, a concert, or cornering you in a bathroom because of what you do for a living. It's a failing of society that lets this occur, a general lack of empathy towards celebrity, not a failing on that person's career choice.
Addendum...
Kevin Smith built a character he inhabited to deal with everything that crossed over from his professional life into his personal life. That cross-over got to the point where he didn't feel like the real him existed anymore.
We all wear masks in one way or another. Never being able to take off the mask is terrifying.