It's great that you don't feel numb because some medications can have that effect. Have you tried scheduling time to be depressed? Maybe Tuesday night from 8-10 pm I'm going to go to my room and be depressed and very in touch with my thoughts and feelings. Set an alarm so you definitely stop at ten pm. Might be an interesting experiment. You might find out you don't miss it as much as you thought, or you might find that it's a way to get more in touch with your feelings.

ETA I've done this with anxiety before and it helped me. I've never tried it with depression though.