If stress is bad, how can it still feel good at the time?

It's complicated.. but the end result is: stress is a killer - slow, sometimes elusive but killer none the less.  De-stressing your life is paramount according to studies.  Simple breathing techniques such as meditation, Qigong and types of Yoga can help to reverse the effects of stress.

"Stress (and drugs) have been shown to have the following side effects: increased heart rate and blood pressure, increase in blood sugar, breakdown of muscle tissue, decreased digestive functioning and discomfort, ulcers, blood clotting, migraines, skin problems, premature aging, loss of brain cells, not to mention social isolation and loneliness, anxiety, panic attacks, depression, substance abuse, relationship problems, lack of focus, multitasking and disengagement.  In fact a 20 year study by the University of London completed in the early 1990s found that unmanaged reactions to stress were a more dangerous risk factor for cancer and heart disease than either cigarette smoking or high-cholesterol foods.  And stress may even be as addictive as drugs.  In addition to the hormones adrenaline and noradrenaline, stress also releases dopamine, a “feel good” chemical.  Scientists believe that dopamine encourages repeat behaviors by activating this reward center and may be at the heart of many addictive behaviors and substance abuse issues. "
Read more here