I think sometimes it's good to be depressed much like it's good that your mind produces other feelings like fear. Some people would like to live without fear but without fear people would do stupid shit all the time that would get them killed or in serious trouble. Fear acts as a protective mechanism to keep us from doing dangerous shit. Now irrational or excessive fear can be bad but so would a complete lack of it.

I think depression serves a similar purpose. What if you never got depressed and were happy all the time regardless of anything anyone said or did to you? You'd be content with everything and you'd be an easy slave. I think depression guards us against oppression and being taken advantage of. It's the mind telling us that we shouldn't be happy with the way we are being treated and that we should fight back.