The reason that most of the things people are worried about don't come to fruition is because they are intentionally, actively worrying about something. Now, I'm not saying they want to feel worried. But their worry is caused by something external. They may be feeling stressed about meeting a work deadline, or about money, or about a fight they had with their spouse or whatever it is. But it's something that has a cause in the "outside world". Therefore, if they didn't think about it, it wouldn't worry them. Now, I know from much, much experience, that this is easier said than done. In fact, I'd argue that you must practically live in a vacuum not to worry about certain. While you might be happier in the present thinking that everything will work out and you have nothing to worry about, I'd suggest you might be painfully unprepared for what does happen, and your present happiness will be traded for difficulty down the road, instead of being prepared for obstacles ahead. But, my point is, the worry is caused by something that isn't intrinsic to you. The same could be said of when you're feeling sad or down. You are sad or down about something.
For those who suffer from anxiety or depression, though, this is not always the case. Of course, I do have anxiety about external situations. But my anxiety and depression isn't always caused by something in the outside world. It's not always situational. Often, I just wake up in a state of anxiety or depression. There's no cause other than the fact that I suffer from anxiety or depression. When you've woken up in a horrible depression and have to drag yourself out of bed against your will, when everything feels hopeless and you feel worthless, the very last place you want to be is in the present. Because the present feels virtually unbearable. It would be like telling someone who's just fallen and broken their leg in three places to focus on the present. They're lying on the ground in excruciating pain with their leg sticking out in weird places and you're telling them to just focus on the moment. Why would they want to do that? They want to focus on anything else - when they get help and the leg is set and they can take something for the pain and don't feel like they're ready to die. When they recover from the injury and can move normally again. They don't want to lie there thinking about how much pain they're in. This is exactly how it feels to those of us with anxiety and depression that comes on out of "nowhere" except our own brains. People ask us "what are you depressed about? Why are you depressed?" And the answer is simply "because I have depression." In fact, the only thing that gets us through those moments is thinking about the future, when this passes. Or perhaps, remembering a wonderful moment in the past, when we didn't feel this way, so that we can remind ourselves that it's not always like this. What sinks us is focusing on the now, because it feels like it will never, ever pass, like you've never felt any way but how you feel right now, like it's hopeless.
So please, unless you've experienced what we're going through, don't pretend you know how it feels. Don't give us platitudes or cliches. If you think that just focusing on the present moment will make us better, then you clearly do not understand. It's fantastic that this works for you. But it doesn't for us. It only makes us feel even less hope, more anxiety, more despair than we already do. Instead, just be there for us. Try your best to truly understand what we're going through. We may at not even want to hear that it gets better, because our brains may not let us think that way, and it sounds like you're just throwing cliches at us. We may not want to think about the present or the future. We just want someone to truly understand us in that moment, right there. It sounds like a small thing, but it goes such a long way.