Just have a look at the below photo. We wouldn't say the things we tell people with mental illnesses to people suffering physical illnesses, would we?
Hyperbole and a Half perfectly captures what it is like to suffer depression - the helplessness and sadness (no, rather emptiness) that becomes part of you. You understand that your situation could be worse - you might have friends who care about you, parents who are always there fore you, etc. - but these things seem irrelevant at the moment. Even with all the good in the world on your side, you can't climb out of the bottomless vortex. It is not a choice.
That is why I wrote Just Perfect. To tell others they are not alone, and to explain to those that aren't (directly) affected that it is not a choice. Check out the book to learn what it is really like to suffer from depression, and know that you can't just "snap out of it." To recover from depression, don't just tell yourself there is a light at the end of the tunnel - actively seek it (learn how by clicking here... oh, and did I mention you should check out my book? ;-))