I do this too.

As for whether or not it is making you feel more depressed...for me managing the depression requires sort of a balancing act between indulging the mood and giving into it and acting opposite the urge and making sure to still engage in the world somehow. It is hard as a mom with kids in your face to really get the space to soak in your depression a little bit. I'm all for the take a walk, go out, etc advice for depression but for me I also really need some time to lie in the dark and just release everything and be with it.