Because in tinnitus, attention is volume. The auditory cortex is downstream of attention; when you actively listen for the tinnitus, even briefly, the relevant cortical neurons fire more strongly and the percept gets louder. So the very act of checking whether your tinnitus is still there makes it louder, which makes you check again, which makes it louder still. That is the most common version of the loop.
Thoughts about the tinnitus do the same thing through a slightly different route. Catastrophic thoughts — 'this will never stop', 'I cannot live like this' — activate the limbic system, which tags the sound as more threatening, which the auditory cortex reads as a reason to attend to it harder. The result is identical: the sound moves to the front of your perceptual field.
The practical handle is cognitive defusion. The point is not to argue with the thought or push it away. It is to add a small gap between you and it. The script is: 'I am noticing that I am having the thought that...'. That phrase moves the thought from being your reality to being one of many events in your mind today. The loop loses its fuel.