Wouldn't that violate the Temporal Prime Directive?
Depending on the situation, I might want to change whatever happened, but I am fairly sure that I wouldn't want to relive it, given that I couldn't change it.
One could argue for the futility of reliving whatever it was, to say that it ends, and the fact that it ends is bad enough. But, on the other hand, when you think about something like a roller-coaster or a great movie or what-have-you, it might be an analogous situation. You know that after some finite amount of time of having a blast, it'll be over, so why go? Well, because it was fun while it lasted. But maybe the roller-coaster got stuck midway through a loop, and your seatbelt came off, and you fell a good 30 feet... oops.
It's all subjective and situation dependant, I'd say.