I've felt the same way. Usually it's after studying, and I feel unhappy and that I'm wasting my time.
Even at a tournament, I've though to myself, I don't like this, maybe this will be my last tournament.
I mean, I've improved a lot since I was a beginner, but I used to really enjoy doing e.g. tactics for 3-4 hours straight. Or analyzing random positions from games for hours.
Should you improve skills relevant to your career?
Maybe, but I feel like everyone needs a hobby where they can just relax and do a simple activity. Chess can be that too by the way. Some people have tens of thousands of blitz games and they're still at beginner level. It's not about improvement, they're just having fun. Lately I've found it fun to make little drawings, mostly doodling, nothing fancy.
Oh, but feeling dumb when you lose, that's really unnecessary. Non-players are taught that chess is all about intelligence or being clever (after all we're never shown a movie where an idiot is beating chess players in the park, it's always some genius detective or something). In reality it's all about work. A lot of study, a lot of play, a lot of analysis. At first losing made me feel stupid too, but after my fist few 100 games I got over it. If you keep playing hopefully you can move past that too.

Hi,
First of all I'm a complete noob. I've taken chess seriously for the past year or so. Took lessons online, analyzed my games, solved puzzles and pretty much everything we're told to become better players.
But honestly sometimes when I'm in the middle of a study I pause for a bit and start questioning whether I really should be doing this.
I know this could be offensive to some of the hardcore chess fans in here, but wouldn't it be better if I instead use that time to improve my skills in programming or machine learning? (that's what I do for living)
I'm gonna be honest. I do not enjoy the game. Not because I think it's a bad game, on the contrary I love chess. I just don't enjoy playing it because
- every time I lose I feel completely stupid for all these basic blunders.
- every time I win I feel like I don't really deserve the win because my opponent was a noob (no offense).
And the fact is, at my level these are the only options to feel because I AM a noob and everyone I play IS a noob.
And to not become a noob will take so much time and I really think all the hours I spend on chess every day could improve my career.
Do I give up chess? Please don't be offended and don't be biased to chess.