Third is the door of madness. There are times when the mind is dealt such a blow it hides itself in insanity. While this may not seem beneficial, it is. There are times when reality is nothing but pain, and to escape that pain the mind must leave reality behind. Last is the door of death. The final resort. Nothing can hurt us after we are dead, or so we have been told.
The Slow Regard of Silent Things.
This is THE answer in straightforward fashion to questions raised in that book.
Here the why is naked and plain.
Here is the answer to Ary's insanity and perhaps of those of Kvothe's master Elodin, at the Arcanum