It could be she's having problems herself and you are asking about something she is less able to deal with than you?

Talking about how lousy you feel doesn't really help anything does it? Yes, it would be nice to get the reply, "Oh, I'm so sorry, is there anything I can do for you?" but usually people who don't respond that way have their own problems, equally as obnoxious to them. There's no tit-for-tat/I scratch your back, you scratch mine reciprocity for relationships where one can keep score as to who is listening/responding as we would like and paying attention to us versus our paying attention to them.

You and your sister both had a similar upbringing where there was probably not great listening or communication skills taught? You might have to "teach" your sister to respond to you as you would like her to? She can't read your mind. She doesn't feel able to do anything about her own feelings (hence, the "so?" about her own feelings of depression) and it could be she does not enjoy listening to yours/talking about her own feelings. It's not necessarily selfishness on either of you all's part, just a mismatch.

Next time you call her, I would try to open with, "I need to talk to you about how lousy I'm feeling" (or about my depression, whatever). "How are you?" is more a greeting most of the time than a true question. I would not take it to mean the other person is asking the question or would make sure they knew I was answering a question, not just returning a greeting. "How are you/I'm feeling depressed/so am I" and changing the subject; I might have come back from her attempt at subject change with, "So?! I want to feel better, don't you?" and try to see if you could get a good, helpful conversation going on the subject?

No one but our therapists want to just listen to us all the time, most want to be part of something too and just listening makes me feel I'm being left out. Yes, sometimes when I feel really good and my friend/SO says something in a tone that implies they'd like a listener, I can catch it and reorient myself to listen but when someone calls on the phone, usually that means "conversation" to me and conversation is give and take.