When my depression is at its worst, I stutter and can't eat or make rational decisions. Unless you've had clinical depression to the point of being unable to make toast or a phonecall, it'd be hard to understand.
It's not self-pity, but an ongoing struggle using skills many never have to use. Many strong and successful people have this burden and struggle in private.
I'm a fortunate person in many ways, but only came to terms with my depression after decades of misery. I wouldn't wish it on anyone.
When it hits, you could have no logical reason to feel down but still be suicidal. You could be rich, successful and loved, and still suffer. Knowing that others are starving, diseased or living in mud huts just makes me feel more depressed. Depression coexists with empathy.