There's a lot of jobs I would love to do, but most of them involve training, sometimes several months worth. Unemployment can be difficult to deal with if you say you're going to school. For one, they stop your checks until they can interview you. Our state is in a financial crisis and the EDD is understaffed, so it could be a month before your checks start coming again.
Also, I have a huge student loan and most of the EDD approved training courses are expensive. I am not a young person and I will be paying my student loan out until I am almost retired. I don't want to add any more to it. I'm trying to find a job, first, where I can maybe get trained on the job or make enough money to pay cash for extra training.
ETA: Also, just because you get trained in a job doesn't mean that there will be jobs available after your training. I went to graduate school to study city planning and when I was almost done, there were no jobs available in that field.