At least one major thinker agrees with this basic premise, but when you put us all together in a society, things get much more complicated. The individual problem is too much of a psychotherapy question -- we officially don't like answering those here. The social parallel is much more interesting philosophically.
You are presuming you are strong to begin with, that you can enforce your revenge without irreparable damage coming to yourself in other ways. If your revenge is against a popular and influential member of society, and you are a member of a lower class, any time you attempt revenge, you could well end up dead.
Most of us simply are not strong. So this is in some sense the normal state. Those in power make many decisions that help some and hurt some. Those with grievances against them are many and often not among the strong. So revenge is often aimed 'upward'. And it cannot be taken, individually, because those who wish for it are not powerful enough to get away with it. To accept it as an ordinary thing that should happen hugely disadvantages those who are already disadvantaged in other ways. Perhaps it would burden them so much that the things we need for them to do never get done.
Nietzsche credits the institutions of Christianity with noticing this fact, and capturing this general trend into a single force. It is easier for those who do not individually hold power to psychologically hamper those who do by making them fear some greater force of infinite power. The mental forms through which 'religions of pity' inculcate guilt automatically punish those who take action too liberally and make the world to their own liking, without calling upon those whom they have actually wronged to take any action at all. This is the force of the Christian conscience and the virtue of humility and compassion, that it requires every act of self-aggrandizement to be apologized for, and to come laden with obligations that invoke negative consequences for any excess. We make huge systems based on compassionate equality to keep us all weak together, just in different ways, and the loss is acceptable.
Overall, this has resulted in an improvement in society. Favoring the many, compared to previous systems that favor the strong, and therefore the few, frees a lot of energy to invest in a culture. But at some point, it becomes a disease. It ensures that no one wishes to improve the world, because all actions that can be taken by an individual will have psychological and social repercussions that outweigh their gains. Since group actions require individuals at least proposing group agenda, all progress becomes a burden, instead.
Nietzsche thought we had already far surpassed that point in his day, and that no real improvement could be made to the quality of life, only to its ease. He predicted that unless a succession of great ideas arose to reverse this tide, mankind would get more and more equal, less and less willing to change, and overall invest all their energy in making one another comfortable, until the efficiency of society was entirely gone, and our overall standard of living would descend until life was very easy for everyone, but simply not worth living. We would converge to being 'The Last Man' who kills himself over the 'Bad Conscience' of his 'Wretched Contentment'.
To some degree we can look around us and see this happening. But in other ways, things are reversing dramatically. Christianity is dying as an institution and culture is becoming more aggressive even as it becomes more guilty.
Modern 'accelerationism' offers an explanation: It is unlikely that anyone in the Victorian period could have foreseen how little use there may ultimately be for the lower social classes, as we undermine the value of their products, compress their social institutions, and mechanize their working knowledge. Despite democracy, we are now more of a society where everyone lives in fear of simply being rendered useless and therefore powerless, than one in which democratic social institutions defend the majority from the powerful. So the power of the weak may simply not be as great as he imagined.