Why do I chase someone when I already know what the outcome will be?

I always end up liking someone so much and I can’t get them out of my head. Currently the girl that I am liking has a boyfriend, but I know she feels the same as me because she drops hints like crazy and flirts with me all the time. I know that if anything ever happened, it wouldn’t last and I would end up being hurt by that, but I still insist on pursuing it or making it happen. Why do I keep setting myself up for pain that I know will come??