It could be that what you experience is "exogenous" depression. This means that you are depressed because of outside circumstances. It also means that you are reactive to your surroundings and the events in your life.
(The other main type of depression is "endogenous" meaning from within, or more of the chemically caused depresson.)
I think your observation is great! It's easier to change sometimes than when the body determines how you feel. (The two types are not mutually exclusive though.)
To me, it means if you make positive changes in your life, you will improve remarkably! It still might not be easy, especially to identify what changes you need to make. I would begin by making a list of things you wish were different, and then set about finding a way to do that! Don't be afraid to consult a T about this, as I said, it is still difficult when you are depressed.