Indulgence? I'm not sure I've ever given the idea much thought. "Indulgence" implies choice and control; my experience of depression has lacked both.
In my case, from the beginning I've had no ability to curtain off depression from any other area of my life.
On the other hand, "dogged determination" and resulting achievements have
at times been possible, but that ability diminished over time and then all but evaporated.
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My dog

mastered the "fetch" command. He would communicate he wanted something, and I would fetch it.