It has already been explained to you. He's not taking responsibility for his actions/problems. He even went so far as to actually say these words: In hindsight of the recent tragedies in this country, that had mental illness variables, you would think it would encourage people to act more proactively in that arena. To me that's the very definition of having deluded yourself so badly into thinking that your problems are always the fault of some external force. "You would think," he says, because it's always someone else that has failed him. In the end he needs to focus on what he can control. He can't control how proactive the national culture is when it comes to addressing mental health. He can't control how the Rockets behave. He's got external-itis.
You seem to think that such behavior goes right along with being mentally ill, but IMO that isn't quite right. What's "hard to understand" about mental illness is how for White, stepping onto a plane can feel to him like he's stepping into a warzone, and how no amount of "just do it" or "suck it up" can make planes not feel like absolute hell for him. (Just using the plane thing as an example - I get that his thing is larger than that.) It's the triggers and the mental dysfunction that's really hard to grasp for those that have not dealt with it. Simple evasion of responsibility and accountability is not hard to grasp - you see this every day, from all kinds of people. That actually is very mundane, and very old.
As for throwing away millions - people have thrown away far more than that in the name of not accepting responsibility. I don't know why it'd be any different for White. And even then, I'm not sure whether I'd say he's throwing it away because of this. Even in a best-case scenario for White in terms of his health, maybe life in the NBA just isn't to his temperament. I don't think there's anything wrong with that. Perhaps it's just a bad fit for him.