> Because part of depression is self pity.

Are you sure you are not one of those people who confuse being moody with clinically depressed? Self pity isn't really high on the list of symptoms.

Looking over the list of symptoms, I definitely had that. Very severe in my teens, got better in college, and now it rarely bothers me. Improvement seems to have come from numerous changes to my life, including the whole exercising thing. Being really fit was a big confidence boost, though I don't need to remain at that level of fitness to retain the benefits. But the biggest impact was my worldview and how it has changed.

Then you never had clinical depression.

Sounds like the no true Scotsman fallacy.

For instance my understanding of clinical depression is people often have suicidal ideation. I had that, would imagine throwing myself out a window, down the side of a mountain, etc. But I never would follow through because I noticed how my depression filtered my view of the world, and once the feeling passed things did not seem so bad. It would be horrible to make such a final decision as suicide, since it guaranteed my life would not improve, even though my depression told me it never would. Plus, believing I could go to hell for suicide helped keep me from doing it, and concern for how it would affect those I love. Finally, it seemed like such a selfish decision.

Everyone imagines own death, it's nothing abnormal. Moreover, it's not just depressed people who get suicidal, and far from all people depressed are suicidal.

Clinically depressed people are numb for life, they are not wailing in self pity.