Hello, there.

Coming from a fellow depressed, I think it is one, or a combination of the following:

1: Human nature to separate the weak out (E.G. people with physical challenges.)

2: Ignorace: They can't relate, so they categorize the illness as characterisitc flaws.

3: Depressed people tend to complain, or have general negativity towards things. This might trigger insensitivity with others.

I think my second point is possibly the biggest reason. If you have never experienced it, you can never fully understand it.
Don't get hung up too much if people don't understand you. Find the ones that do. For the record: I have little people who truly understand me, too. :-/