For me it would depend on how they ask it, I mean if they are seriously asking like what things in life I think contributed or how long I've been feeling that way I wouldn't be offended. But if I went to a therapist and they where asking in a condescending way like 'well what is it this time that's depressing you' then I'd be bothered since depressive disorders tend to be ongoing and there isn't always a direct reason why sometimes it worsens why sometimes it seems to lift a little and such.

If a professional just assumed they knew it all without talking in depth with me I'd be offended to, I've actually had that happen the first time I was in a psych ward by the psychiatrist I had to talk to.