When you're severely depressed, you often imagine that you're the only one that can "see the world for what it is", that life is meaningless and therefore, nothing matters and you might as well end it.

The truth is: Mentally healthy people often don't see a big meaning in their life either. However, they can enjoy the little pleasures in life. They set goals for themselves and derive their own meaning from them.
Being able to enjoy everyday things seems like such a little thing, like a tiny piece in a puzzle. And yet, without that tiny piece, people can break.

The people around you feel this, that you're just missing a tiny puzzle piece (from their point of view) to lead a happy life again. That's why they want to keep you on this earth. Because it'd be a shame to give up on that big game we call life just because you can't find one piece right now.
It might be the only game you'll ever get to play.