I think you should keep trying especially if he is willing to keep trying. Intimacy is tricky and may involve side effects from medication, depression and just being used to one another. I don't think that because you aren't intimate or find yourself attracted to someone else that that means you don't love him anymore or won't ever feel those things for him again.

Think about your relationship and the commitment you've continually made to one another and then compare it to this other man that you probably don't really know that well. Which do you feel has the ability to truly help you with your depression? Which, when things are at their best, makes you happier or more comfortable? It may seem like your husband is creating more situations to feel depressed but you know that he is there for you and trying to work things out while this other guy could just be a whole set of other problems.

Obviously there are situations where you should stop being in a relationship but especially if you are both depressed and have been in a healthy relationship previously it is more likely to just be a tough spell than a problem that will last forever.