Why does cancer exist, or diabetes? There are so many different factors involved in depression, or any health or mental health condition. If you can learn to manage and balance the things that contribute to it, such as stress, nutrition, exercise, medical and health factors, sleep, social support, etc., you can become healthier and stronger than you would have been if you never had depression, and you can lower the chances of it coming back. Personally, I think that depression is a normal response to having demands or stressors that exceed our ability to cope or manage them. It is a sign that we need to change something to reduce the stressors and pressures and/or increase our strength and coping capacity. There are a lot of ways to do that, and we have to each find what works for us.