I've given this some thought as well. The optimism bias is technically a bit unrealistic when you think about it, BUT it keeps people trying until they objectively succeed, which is very helpful. Talk about a positive self-fulfilling prophecy, right?
If you accept that depressive thinking is actually unpleasant but objective realism, I have to ask myself - why does the person usually assume a circumstance is also unchangeable? Yes its horrible, its demoralizing, life isn't fair, etc. etc. BUT ... wouldn't it be adaptive to be an "active pessimist", in other words accept an unpleasant reality but then ALSO strive hard to improve it? It's the double whammy of a loss of useful optimism AND passivity or learned helplessness that makes a depressive state so devastating.