Why did the lawyer continue to read if books brought him so much anger?

To answer this question, take a look at the content of the lawyer's letter in which he talks about the various types of books that he has read. The lawyer says, for example, that thanks to books, he has been able to drink "fragrant wine," sing songs, love women, and hunt stags in the forest.
In addition, thanks to books, he has been able to watch a sunset, to climb a mountain, and to visit all manner of towns and cities. He says that he has even spoken to devils about God.
Books, then, have given the lawyer the opportunity to have experiences during his confinement. Despite being trapped in a prison, the vivid description in books and the varied content of stories have allowed him to have experiences that have enriched his life while trapped in solitary confinement.
What he also says is that books have given him "wisdom." They have enabled the continuation of his intellectual and emotional development while he has been imprisoned for so many years. This explains why he continued to read, even though he felt angry because books taught him that life is "worthless" and "illusory."