As someone who suffers from both depression and asthma, I like to offer this anecdote I found online...
You wouldn't say to an asthmatic 'How can you possibly be having an asthma attack? There's all this air around!' would you? No, because we all know that's not how asthma works. Well, for me and for many others fighting with depression, anxiety, and other mental issues that's kind of how it works. It really doesn't matter how well things are going for you. It doesn't matter if you've got a great life.
I've got a great wife. 6 wonderful kids. A good job that I enjoy (most of the time). I wouldn't mind if my financial situation were better, but isn't that all of us? Yet when whatever switch in my head decides to flip and says 'it's not enough' then no matter how good things get, I'm officially the scum of the earth. I've been fighting it long enough that I've learned tricks to help me deal with it, and yes - I have prescriptions that help too. I hope that they keep working.
So anyway... that was a bit of a ramble, and really oversimplified... for for the couple of you saying 'I don't get it' I hope it helps your perspective a bit! No flaming here, we're all in it to learn and help one another!