I have had a good life and when I was depressed I had no reason for it. Still I feel I shouldn't have to defend myself. It would be like having to defend why I have lupus (because I do), because I haven't lead a particularly unhealthy life.

Some get depressed because life beats them down a lot, some do because for them depression is an illness in itself. Depression isn't the opposite of being happy, depression is the opposite of being mentally healthy.