I think that is pretty common theme for people with depression. To seem ok and functional we smile and act lime things are okay. It is hard to show immense sadness and what exactly does depression look like anyway? Sitting in a corner crying? When I was younger I was always discouraged from crying and getting emotional unless it was anger. I guess that is just the typical guy attitude my family wanted me to have. You start to invalidate your feelings and bury everything down and all you can do is smile because it is what is expected of you. Most people don't get that, but I think therapist can. Maybe she just wonderended how bad horrible is. Maybe you can tell her your thought and feelings in more detail to help her get it.

I think a lot of people have the wrong attitude about depression. When you feel sad, people tend to say watch movie, listen to some music and you will feel better. For someone without depression that works, but for someone with depression it doesn't. You just feel immense sadness and overwhelming despair and with lack of support and understanding you start to feel you are wrong and you get into an internal conflict where you are angry at yourself because you feel down all the time.

I reccomend trying to talk to people in your life that you trust and are supportive and tell them what depression is for you and what they can do to help you. Tell them when they do or say something that isn't helpful, like "get over it" or "your life isn't that bad, X has it way worse". Depression doesn't have to have a reason either. Some people are just born with the illness. I hope you find some support and help in dealing with your struggle.