Well, that is kinda the point... It has long been known that people with depression technically have a more realistic view of the world, I doubt that's coincidence (speaking from personal experience).

People need the ability to heavily filter input in order to function properly. Failure to do so (i.e. over-sensitivity) is strongly correlated with issues like depression/anxiety/autism and a whole slew of other things. Just think of how many faces you see when you walk down the street, and how many of those you actually remember just a few minutes later -- that's your selective attention kicking in to prevent you from getting your memory overloaded with useless information. Same thing here.

This. CBT helped me a lot. It's real, it works, and it works because it's realistic and asks you to observe yourself, understand yourself, and only then can you "change yourself".

It's amazing just a few days ago there was an article on the front page about how tripping on LSD or Magic Mushrooms was life changing for the better.

Sometimes depression is caused by lack of sunlight, exercise, poor diet, bad environment (stressful) and other times it's caused by seeing the world for what it really is: A depressing cesspool of suffering, death, meaninglessness, and no purpose or hope. Sometimes all it takes is realizing that the universe and laws of nature are "evil", rewarding the most violent and aggressive species while punishing the weak or passive with miserable deaths, is all it takes to fall into a subtle depression. CBT teaches you to recognize the pattern of thinking that leads to those thoughts and training yourself to stop before you reach that state of mind.