The way the question was worded was wrong. Putting aside the non-verbal cues (rolling eyes, etc) and assuming the therapist was acting in your best interests then the question should have been "Are you aware of anything that could be contributing to or exacerbating your depression?" A less hostile question is more likely to elicit a response, even if that response is only to ask for another prompt, e.g. "Such as........" The therapist asked a question that shut the conversation down, so no wonder you are hacked off.