If you have been consistantly like this perhaps they don't know you are depressed, they think this is just you. Perhaps they think you are being scarcastic? They can not know whats going on with in your head? Why are you saying this to people? I mean I hope and pray you are getting help so this isn't truly an issue anymore. So very scary. If you don't like the response you get how about don't answer it that way anymore. I am sure you are a topic of conversation between your co workers to try and figure out if you are serious or not...........
Good luck