For some it may be right, but for others, like me, it's an over simplification of what I feel and comes off as very insensitive. I was worse when I still lived with my parents, but despite being free from that now and being pretty settled I still struggle a lot with depression. I couldn't "just leave" either until I did, I didn't have a career to support myself on at the time. It's very frustrating when people expect you to "just get over it" and that's sort of what his comment is implying and is what most of society thinks, that if you don't have anything going on wrong in your life you should be happy and it's inexcusable if you're not.

(Not ranting at you btw just in case it comes off as that, just clarifying why that comment bothers me so much.)