This is such a conflicting topic for me.
Enjoying the self-disclosure brings up the idea for me that I would enjoy T's attempt at bring a sense of 'being human too' into the relationship...and that T would trust me with the self-disclosure, that T felt comfortable enough with me, etc.
However, if I were to bring up that I was depressed, T's focus should be on ME and not bring it back to T. THAT would irk me, big-time. It reminds me of some of my friends...when I reach out for support, and they turn it around and make it about themselves. And then, there I am not getting my needs met and having to support them.
I hope you find the strength to address it. I know it's difficult, but it may lead to something useful in your therapy.