I don't know about anybody else, but I think the most condescending thing anyone can say to a depressed person is "just choose happiness"... if it were that easy to do, then no one would be depressed. I think, as jimi said, the concept of choice is lost when you are down. I can't even find my way out of a paper bag when I'm really depressed, forget about finding a way out of the depression...
I'm sorry your t made you feel like you are mired in it by your own fault. I think a lot of times they don't necessarily mean it that way, but it comes off that way. My T is constantly trying to get me to see the choices, and how I can change things by making different choices... I keep getting frustrated with him... but that's my own baggage from long ago... ((hugs))