I can't really speak for the illness depression but I know that when I feel sad it helps, just to put it out in the world, not keep it in tight and let it eat its way at me. I feel like maybe someone can have my back and support me.
I could see how it would affect many people that way, especially if no hope for recovery or solution was offered.
With me it doesn't matter what people might say. I already know that I have a certain amount of depression.