Why are all you people trying to find something wrong with chewing a little ice. I enjoy ice on a daily basis and find it quit comforting. Look on the positive side, you could be craving something really bad for you.....
I used to chew ice until I found that I was pushing my teeth down into my gums. Of course I only eat crushed or blended ice now but my teeth are still quite sensitive to cold or hot foods.
If you are anemic, then the absence of blood can cause changes in your body chemistry that can lead to depression. This and/or the psychological effects of being weak perpetually may be affecting you as well.