Depression isn't a choice, choosing to get help and change is a choice. She really should of worded that differently if she was trying to be constructive in any way. I would talk to her though about what she ment by that maybe she was trying to say something else but worded it wrong, because I don't know why else a therapist would say something as ignorant as that if they are basically trained to deal with these things, I would talk it out, you should let your feelings be known. Plus maybe your therapist will learn not to make that mistake with anyone else.