I don't think it's impossible for things to change on their own. It seems unlikely though. It's all probability at the end of the day. If you want a certain thing in life, it seems logical to create a situation in which the probability of it happening are higher. Not so sure it's insanity to not believe that though. Some people believe in fate. That no matter what they do- things are fated to happen in their life.
If I'm brutally honest- and from a personal perspective, I think it has more to do with lazyness or fear rather than insanity. I feel like I KNOW what I would need to do to make significant changes in my life. I would need to get over my anxiety/ crushing lack of confidence in social situations. To do that though- I'd need to force myself into being in those situations more. Seeing as that frightens me, I'm simply too lazy to challenge myself to do that- so- things remain the same. I guess I'm not expecting for things to change unless I change them. It probably depends on what you want to change in your life as to just how much control you have over it. Still- just by posing the question, I would think you're proably not insane. Can someone be entirely insane and realise it? That kind of suggests self awareness which seems to me to be the opposite of madness.