I found a quote that I think sums up depression fairly well.
"If you know someone who’s depressed, please resolve never to ask them why. Depression isn’t a straightforward response to a bad situation; depression just is, like the weather."
There is no 'why' to depression. It just is. It is an illness, like all the rest. There doesn't have to be a reason.
Like Brentus mentioned, with Diabetes, you don't tell them to get over it. You don't ask someone with cancer, "there is no reason for you to have this. Get over it."
Someone's health isn't their fault. For every person who got lung cancer because they smoked, you will find people who didn't get cancer when they smoked all their lives. There are so many factors that come into play.
Please don't think you deserve depression, that it's your fault, that you did something to get it, that there's a reason you have it, and that you have to just get over it.