Hi Hawk08. Welcome to Psych Central. I am sorry you are having conflicted emotions about your GF with depression.
Depression is more than just being sad or unhappy. Someone described it as a lack of vitality. A friend tends to isolate and want to be alone and have their own space. They almost just need someone to take care of them like a kid. Expecting affection from someone in depression that is not stabilized with medication may be a lot to expect.
These articles may be of interest.
3 Ways To Help Someone With Depression | Coping with Depression
9 Best Ways to Support Someone with Depression