Maybe you've already done this, but have you expressed your desire to stop this to your T in session, and asked for help in stopping this? It does sound like depression is driving this, natural and normal. But it also seems like how you are living is NOT what you want, even if you "relish" it. Do you understand what's driving this more deeply, this disconnect from others? Sometimes I need my friends to reach out to me, I don't want to reach out to them. Sometimes I need to feel more in control of my life, so I cancel things or say no to things just because it makes me feel powerful. I haven't always felt powerful in relationships with others.

It sounds like this is both cognitive, perhaps shifting your conception of what's good for you right now, and partly behavioral, which is following through on what you yourself want. I think this is an issue that could be good to address directly in therapy.