It's also possible to have a problem, and then that problem makes you depressed on top. But the depression is a symptom and focusing on it can come off as "everything is fine, there's just something wrong with your brain."

There are some difficult life transitions (real-world problems that are never going to go away) that can cause long-term feelings of grief that overlap clinically with depression. Maybe you need to take the time to process those feelings. Or maybe you don't have that luxury, you have bills to pay, so you're going to medicate those feelings away.

(Or maybe everything is fine, and there's just something wrong with your brain. But that's not for Internet randos to decide.)