Why don’t we just take our bodies off alert when we know how bad it is for us?
The problem is that we're often unaware that we're stressed - sometimes these physical responses are so subtle that we don’t notice; or we get into the stress habit and being stressed out starts to feel normal. Our "normal" stress baseline become reset at a higher level so our bodies become like cars with engines that idle too high. We get locked into a stressed out physical state.
Plus many of the changes that make up this "stress response" are regulated by our involuntary nervous systems, which means they occur automtically and it's hard to just turn them off even when we want to.