I think love for loved ones often makes us stick around. It is a VERY good reason to do so.
I think also that sometimes, because depressed people are often very sensitive, the desire to be alone isn't always a bad thing. Sometimes we just don't have the energy to be around people. We are sometimes like sponges and soak up other peoples energy and that just wears us out. Maybe after a little while of being alone you may get a little energy and be able to move out into the world a little.