I wish I knew the answer myself. I think it's because depression tells us lies about ourselves. It tells us that we're terrible people and doomed to be that way for the rest of our lives. It makes is think that we should die because there's no hope left for us.

I mean I think we know it's a lie but we believe it because our brains are sick and tricked into thinking it's true. I want to die everyday, hell I want to die even as I type this response.