I can't seem to make it anywhere on time. I have a series issue with tardiness.
You might want to try therapy because the habit of being late or delayed in arriving can be bad for your health.
How would therapy help me not be late?
Cognitive-behavioral therapy is the most widely used therapy to help people form and achieve goals of being punctual
What do they do? Like electro shock therapy?
It actually focuses on the development of personal coping strategies which could help you set targets to be on time and not tardy. 
What other causees are there for tardiness
 There are several causes which associate tardiness with one's personality, such as being too relaxed or casual.
So should we all just get stressed out so we make events on time
Pretty much because it is a legal reason for discharge from employment.