for me admitting that i take antidepressiva for a long time wouldn't be part of a normal conversation o.O

well, in his opinion he is qualified and experienced
and often the feeling that someone understands how you are feeling, and has felt the same way before can be very helpful, and therefore he tells you that
IMO you can't dislike a person for wanting to help you... but of course i have no idea what kind of person he is and what kind of intentions he has.
still, when you don't want to talk about it (and of course that happens), just say it directly "i don't want to talk about it" and shut the topic yourself
that he tries to talk about it to you is (in my opinion) a sign that he really wants to help you... I know that I wouldn't let go if a person I cared for has problems, especially when I see that that person can't solve them herself and i would try to talk about it whenever i see it fit (but still, i don't know what kind of person he is and how close he is to you)

what i would like to know is: do you have friends or family with whom you actually talk about your depression? even though they are not trained professionals, they can help you emotionally in a way a doctor never could...
and of course, is always better than just