Depression is real. Compassion is also real. And a depressed person may cling desperately to it until they are out of the woods and they may remember your compassion for the rest of their lives as a force greater than their depression.
People tend to think when you say you are depressed, you are just being a sad privileged prick, sometimes I wish that were true, it kind of has a quick solution that way, just find a source of joy and be less of a prick, right?
Sadly, depression is not sadness, it is a lack of vitality and intense apathy towards almost everything, if you are lucky, if not, towards everything and I mean everything.