I hear ya, but your one example is equivalent to saying “I lifted weights for a week and realized I wasn’t getting any stronger so I stopped.”
The gratitude journal has compounding effects over time because it builds your mental habit of looking for things to be grateful for. When you start saying “Oh, I’m gonna add that to my journal later!”, that’s one sign that it’s starting to work.
What are the higher utility per unit effort things you could be doing instead during that time? Did you stop doing a gratitude journal? If so, did you do those other things instead?
I ask that because I have often found myself making the opposite mistake of one you describe: There's something I'm considering doing (usually because someone suggested it), and I think to myself that that's not the optimal thing for me to do, so I decide not to do it, but instead of doing something higher-value, I end up doing nothing in particular and would have been better off doing the moderate-value thing.
People who think of themselves as rationalists, but have not yet gotten good at rationality, may be susceptible to this.
Basically, these people want to feel like they came up with or found out about a Super Awesome Thing that No One Does that Creates a Lot of Awesomeness with Comparatively Little Effort. (This is especially dangerous if the person has found out about the concept of more dakka.) They may try the thing, and it works. But if it doesn't, they sometimes just continue doing it because it has become part of their self-image.
Think of keeping a gratitude journal. Studies show it improves your well-being, so I did it. After about a week I realized that I was not doing it because it was improving my well-being, only because I wanted to think of myself as someone who does Awesome Things No One Does. And it did improve my well-being, but only in that it made me feel sort-of-happy for like 2 minutes. In the time it takes for me to write about the stuff I was grateful for each day, I could do some other thing, that creates more utility-per-unit-effort.